-21.2%
BSX vs AUR
+84.2%
-105.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -10.1% | +1.4% | -11.5% | -10.1% |
| 30D | -16.4% | -6.4% | -10.0% | -16.2% |
| 3M | -8.9% | +7.7% | -16.6% | -9.4% |
| 6M | -38.3% | +44.5% | -82.8% | -39.8% |
| YTD | -54.9% | +67.4% | -122.4% | -56.5% |
| 1Y | -58.8% | +15.4% | -74.2% | -59.5% |
| 3Y | -21.2% | +94.8% | -116.1% | -29.8% |
| All | -21.2% | +84.2% | -105.5% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling