+906.7%
BSX vs AZO
+16,248.8%
-15,342.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.8% |
| 7D | -8.2% | -2.9% | -5.3% | -7.3% |
| 30D | -15.8% | -5.3% | -10.5% | -14.3% |
| 3M | -10.8% | -7.3% | -3.5% | -8.9% |
| 6M | -38.4% | -22.7% | -15.7% | -33.7% |
| YTD | -54.8% | -15.0% | -39.8% | -52.9% |
| 1Y | -59.0% | -32.2% | -26.8% | -54.3% |
| 3Y | -20.0% | +10.0% | -30.0% | -24.5% |
| 5Y | -3.1% | +85.8% | -88.9% | -23.7% |
| 10Y | +83.3% | +298.9% | -215.5% | +10.2% |
| All | +906.7% | +16,248.8% | -15,342.1% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling