+83.7%
BSX vs ALLE
+148.2%
-64.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.6% |
| 7D | -6.4% | +2.8% | -9.2% | -7.5% |
| 30D | -8.8% | -7.6% | -1.2% | -5.7% |
| 3M | -7.6% | +22.8% | -30.4% | -15.8% |
| 6M | -37.0% | +4.6% | -41.6% | -38.6% |
| YTD | -52.8% | -1.2% | -51.6% | -53.4% |
| 1Y | -58.4% | -9.1% | -49.3% | -57.4% |
| 3Y | -16.5% | +50.0% | -66.5% | -34.6% |
| 5Y | -1.2% | +15.2% | -16.4% | -13.3% |
| 10Y | +83.7% | +151.1% | -67.3% | +7.0% |
| All | +83.7% | +148.2% | -64.5% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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