-53.6%
BSX vs AUR
-17.4%
-36.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.4% | +9.8% | +5.3% |
| 7D | +8.0% | -19.8% | +27.8% | +8.1% |
| 30D | +8.1% | -29.0% | +37.1% | +8.2% |
| 3M | -6.7% | -43.6% | +36.9% | -6.3% |
| 6M | -19.4% | -36.6% | +17.2% | -19.6% |
| YTD | -51.9% | +6.3% | -58.2% | -53.0% |
| 1Y | -53.6% | -9.0% | -44.6% | -54.9% |
| All | -53.6% | -17.4% | -36.2% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling