-2.5%
BSX vs BAM
+67.8%
-70.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.4% |
| 7D | -7.0% | -3.9% | -3.1% | -6.3% |
| 30D | -10.9% | -8.8% | -2.1% | -9.3% |
| 3M | -8.2% | +2.2% | -10.4% | -8.5% |
| 6M | -37.5% | +5.9% | -43.4% | -38.1% |
| YTD | -52.8% | -6.1% | -46.7% | -52.5% |
| 1Y | -58.4% | -11.6% | -46.8% | -57.7% |
| 3Y | -16.5% | +51.7% | -68.2% | -23.4% |
| All | -2.5% | +67.8% | -70.3% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling