+81.5%
BSX vs EL
+25.3%
+56.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.6% |
| 7D | -8.2% | -4.4% | -3.8% | -7.3% |
| 30D | -15.8% | +10.3% | -26.1% | -17.8% |
| 3M | -10.8% | +13.4% | -24.2% | -13.6% |
| 6M | -38.4% | +3.1% | -41.5% | -39.6% |
| YTD | -54.8% | -6.9% | -47.9% | -55.3% |
| 1Y | -59.0% | +11.9% | -71.0% | -61.5% |
| 3Y | -20.0% | -33.8% | +13.8% | -17.7% |
| 5Y | -3.1% | -69.0% | +65.9% | +31.1% |
| All | +81.5% | +25.3% | +56.2% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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