+3.6%
BSX vs BAM
+78.0%
-74.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +2.0% | -2.0% | +4.0% | +2.4% |
| 30D | +0.1% | -2.9% | +3.0% | +0.7% |
| 3M | -2.1% | +9.4% | -11.5% | -3.7% |
| 6M | -33.8% | +10.8% | -44.6% | -35.1% |
| YTD | -49.9% | -0.4% | -49.4% | -50.1% |
| 1Y | -55.4% | -10.9% | -44.6% | -54.7% |
| 3Y | -10.9% | +61.3% | -72.1% | -19.1% |
| All | +3.6% | +78.0% | -74.3% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling