-53.6%
BSX vs ELF
-3.2%
-50.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +5.2% |
| 7D | +8.0% | -1.5% | +9.5% | +8.1% |
| 30D | +8.1% | +9.5% | -1.5% | +7.5% |
| 3M | -6.7% | +29.4% | -36.0% | -7.7% |
| 6M | -19.4% | +83.7% | -103.1% | -20.4% |
| YTD | -51.9% | +49.4% | -101.4% | -52.6% |
| 1Y | -53.6% | -3.9% | -49.7% | -54.1% |
| All | -53.6% | -3.2% | -50.4% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling