-14.4%
BSX vs BAM
+93.4%
-107.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.6% | +2.4% |
| 7D | -0.7% | +5.3% | -5.9% | -1.8% |
| 30D | +3.0% | +18.1% | -15.1% | -0.6% |
| 3M | -10.7% | +4.2% | -15.0% | -11.7% |
| 6M | -18.4% | +11.1% | -29.5% | -20.4% |
| YTD | -53.8% | +6.6% | -60.4% | -54.8% |
| 1Y | -56.0% | +6.2% | -62.2% | -56.9% |
| 3Y | -14.4% | +95.0% | -109.4% | -21.9% |
| All | -14.4% | +93.4% | -107.8% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling