-0.3%
BSX vs AUR
-36.7%
+36.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -4.0% |
| 7D | -8.2% | +0.2% | -8.4% | -8.2% |
| 30D | -15.8% | -8.9% | -6.9% | -15.5% |
| 3M | -10.8% | +4.6% | -15.5% | -11.3% |
| 6M | -38.4% | +44.9% | -83.2% | -40.0% |
| YTD | -54.8% | +64.8% | -119.6% | -56.4% |
| 1Y | -59.0% | +16.4% | -75.4% | -59.8% |
| 3Y | -20.0% | +85.1% | -105.1% | -26.4% |
| 5Y | -3.1% | -36.1% | +33.1% | -12.2% |
| All | -0.3% | -36.7% | +36.4% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling