+259.9%
BSX vs ALLY
+124.8%
+135.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +2.0% | +3.7% | -1.6% | +1.1% |
| 30D | +0.1% | -2.3% | +2.4% | +0.7% |
| 3M | -2.1% | +3.8% | -6.0% | -3.3% |
| 6M | -33.8% | +9.7% | -43.5% | -35.7% |
| YTD | -49.9% | -1.4% | -48.5% | -50.2% |
| 1Y | -55.4% | +8.2% | -63.7% | -57.0% |
| 3Y | -10.9% | +66.5% | -77.3% | -26.2% |
| 5Y | +6.4% | +1.2% | +5.2% | -1.8% |
| 10Y | +97.0% | +191.4% | -94.4% | +22.0% |
| All | +259.9% | +124.8% | +135.1% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling