+101.4%
BSX vs ELF
+357.0%
-255.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.6% |
| 7D | +2.0% | +5.4% | -3.3% | +1.5% |
| 30D | +0.1% | +27.0% | -26.9% | -2.4% |
| 3M | -2.1% | +113.2% | -115.3% | -9.7% |
| 6M | -33.8% | +36.6% | -70.4% | -36.3% |
| YTD | -49.9% | +44.2% | -94.1% | -52.3% |
| 1Y | -55.4% | -18.0% | -37.5% | -55.5% |
| 3Y | -10.9% | -19.9% | +9.1% | -15.7% |
| 5Y | +6.4% | +257.7% | -251.3% | -23.5% |
| All | +101.4% | +357.0% | -255.5% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling