-17.6%
BSX vs EL
-32.9%
+15.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.1% |
| 7D | -7.0% | -2.4% | -4.7% | -6.9% |
| 30D | -10.9% | +13.7% | -24.6% | -11.4% |
| 3M | -8.2% | +14.5% | -22.7% | -8.8% |
| 6M | -37.5% | +7.4% | -44.9% | -37.8% |
| YTD | -52.8% | -4.7% | -48.1% | -53.1% |
| 1Y | -58.4% | +12.9% | -71.3% | -59.1% |
| All | -17.6% | -32.9% | +15.3% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling