+363.5%
BSX vs EL
+1,685.7%
-1,322.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.0% |
| 7D | +2.0% | +0.8% | +1.3% | +1.8% |
| 30D | +0.1% | +19.8% | -19.7% | -4.9% |
| 3M | -2.1% | +25.7% | -27.9% | -8.3% |
| 6M | -33.8% | +5.4% | -39.3% | -35.8% |
| YTD | -49.9% | +0.2% | -50.1% | -51.5% |
| 1Y | -55.4% | +20.4% | -75.9% | -59.3% |
| 3Y | -10.9% | -32.1% | +21.3% | -10.7% |
| 5Y | +6.4% | -67.2% | +73.6% | +30.1% |
| 10Y | +97.0% | +31.7% | +65.3% | +53.8% |
| All | +363.5% | +1,685.7% | -1,322.2% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling