-0.1%
BSX vs ALLE
+50.8%
-50.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.0% |
| 7D | +1.8% | -0.6% | +2.4% | +2.1% |
| 30D | +2.8% | +25.3% | -22.5% | -2.9% |
| 3M | -13.3% | +10.3% | -23.6% | -15.5% |
| 6M | -23.7% | +38.0% | -61.7% | -29.8% |
| YTD | -55.2% | +17.8% | -72.9% | -57.5% |
| 1Y | -56.8% | +13.6% | -70.4% | -58.7% |
| 3Y | -19.0% | +89.2% | -108.3% | -34.9% |
| All | -0.1% | +50.8% | -50.9% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling