-19.9%
BSX vs ALLE
+39.3%
-59.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.9% |
| 7D | +1.8% | -0.6% | +2.4% | +2.2% |
| 30D | +2.8% | +25.3% | -22.5% | -3.5% |
| 3M | -13.3% | +10.3% | -23.6% | -16.0% |
| All | -19.9% | +39.3% | -59.2% | -26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling