+19.0%
BSX vs JAAA
+29.3%
-10.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -10.9% | +0.5% | -11.4% | -11.3% |
| 3M | -8.2% | +1.2% | -9.4% | -9.4% |
| 6M | -37.5% | +2.7% | -40.2% | -39.2% |
| YTD | -52.8% | +3.2% | -56.0% | -54.4% |
| 1Y | -58.4% | +4.8% | -63.2% | -60.5% |
| 3Y | -16.5% | +19.0% | -35.5% | -24.9% |
| 5Y | -1.0% | +26.8% | -27.8% | -12.2% |
| All | +19.0% | +29.3% | -10.3% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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