+91.2%
BSX vs ALLY
+178.1%
-86.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.2% |
| 7D | -7.0% | -1.9% | -5.1% | -6.6% |
| 30D | -10.9% | -4.5% | -6.4% | -9.8% |
| 3M | -8.2% | -2.8% | -5.3% | -7.7% |
| 6M | -37.5% | +10.3% | -47.8% | -39.4% |
| YTD | -52.8% | -5.7% | -47.2% | -52.6% |
| 1Y | -58.4% | +3.9% | -62.3% | -59.4% |
| 3Y | -16.5% | +64.7% | -81.2% | -31.2% |
| 5Y | -1.0% | -2.6% | +1.6% | -7.6% |
| 10Y | +91.2% | +186.0% | -94.7% | +23.4% |
| All | +91.2% | +178.1% | -86.8% | +23.4% |
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