+269.5%
BSX vs ALLE
+327.3%
-57.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.8% |
| 7D | +1.8% | -0.6% | +2.4% | +2.2% |
| 30D | +2.8% | +25.3% | -22.5% | -6.7% |
| 3M | -13.3% | +10.3% | -23.6% | -17.0% |
| 6M | -23.7% | +38.0% | -61.7% | -33.9% |
| YTD | -55.2% | +17.8% | -72.9% | -58.9% |
| 1Y | -56.8% | +13.6% | -70.4% | -59.9% |
| 3Y | -19.0% | +89.2% | -108.3% | -42.5% |
| 5Y | -0.9% | +51.1% | -52.0% | -23.6% |
| 10Y | +98.3% | +228.1% | -129.8% | +2.0% |
| All | +269.5% | +327.3% | -57.8% | +71.2% |
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