+313.1%
BSX vs ALLE
+260.9%
+52.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.4% |
| 7D | +2.0% | -0.2% | +2.3% | +2.1% |
| 30D | +0.1% | -6.8% | +6.9% | +3.1% |
| 3M | -2.1% | +21.0% | -23.2% | -10.3% |
| 6M | -33.8% | +1.1% | -34.9% | -34.6% |
| YTD | -49.9% | -0.5% | -49.3% | -50.6% |
| 1Y | -55.4% | -7.3% | -48.2% | -54.8% |
| 3Y | -10.9% | +42.3% | -53.1% | -28.0% |
| 5Y | +6.4% | +13.5% | -7.1% | -6.1% |
| 10Y | +97.0% | +144.0% | -47.0% | +15.3% |
| All | +313.1% | +260.9% | +52.3% | +106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling