-55.4%
BSX vs AZO
-28.9%
-26.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +2.0% | +0.7% | +1.3% | +1.9% |
| 30D | +0.1% | -2.7% | +2.8% | +0.6% |
| 3M | -2.1% | -3.2% | +1.1% | -1.9% |
| 6M | -33.8% | -19.7% | -14.1% | -32.5% |
| YTD | -49.9% | -12.0% | -37.8% | -49.5% |
| 1Y | -55.4% | -29.5% | -25.9% | -53.3% |
| All | -55.4% | -28.9% | -26.6% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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