+231.5%
BSX vs ALLY
+99.9%
+131.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.0% | +2.7% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | +3.0% | +3.4% | -0.4% | +2.2% |
| 3M | -10.7% | -11.1% | +0.3% | -8.0% |
| 6M | -18.4% | -11.5% | -6.9% | -16.1% |
| YTD | -53.8% | -12.3% | -41.5% | -52.7% |
| 1Y | -56.0% | +1.1% | -57.1% | -56.6% |
| 3Y | -14.4% | +64.8% | -79.2% | -29.0% |
| 5Y | +2.9% | -6.9% | +9.7% | -2.9% |
| 10Y | +101.6% | +194.9% | -93.4% | +25.1% |
| All | +231.5% | +99.9% | +131.5% | +131.8% |
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