-17.6%
BSX vs ELF
-27.2%
+9.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.0% | +0.1% |
| 7D | -7.0% | -6.8% | -0.3% | -6.8% |
| 30D | -10.9% | +5.1% | -16.0% | -11.0% |
| 3M | -8.2% | +79.8% | -87.9% | -9.7% |
| 6M | -37.5% | +29.7% | -67.2% | -38.0% |
| YTD | -52.8% | +31.6% | -84.5% | -53.3% |
| 1Y | -58.4% | -27.9% | -30.5% | -58.2% |
| All | -17.6% | -27.2% | +9.6% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling