-3.1%
BSX vs ELF
+217.8%
-220.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -3.9% |
| 7D | -8.2% | -10.8% | +2.6% | -7.5% |
| 30D | -15.8% | +0.8% | -16.6% | -15.8% |
| 3M | -10.8% | +64.8% | -75.6% | -13.5% |
| 6M | -38.4% | +19.0% | -57.4% | -39.2% |
| YTD | -54.8% | +25.9% | -80.7% | -55.6% |
| 1Y | -59.0% | -28.8% | -30.3% | -58.7% |
| 3Y | -20.0% | -29.6% | +9.6% | -22.7% |
| 5Y | -3.1% | +216.2% | -219.3% | -35.7% |
| All | -3.1% | +217.8% | -220.9% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling