+113.3%
BSX vs ALLY
+174.3%
-61.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +3.7% | +0.4% | +3.4% | +3.6% |
| 30D | +3.1% | +5.2% | -2.1% | +1.8% |
| 3M | -14.2% | -13.3% | -0.9% | -11.0% |
| 6M | -16.4% | -6.7% | -9.8% | -15.2% |
| YTD | -53.5% | -12.8% | -40.7% | -52.3% |
| 1Y | -57.8% | +0.7% | -58.4% | -58.4% |
| 3Y | -17.4% | +65.2% | -82.7% | -32.2% |
| 5Y | +5.4% | -10.1% | +15.5% | +0.8% |
| All | +113.3% | +174.3% | -61.0% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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