+81.0%
BSX vs ELV
+280.2%
-199.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -10.1% | +3.2% | -13.3% | -11.0% |
| 30D | -16.4% | +5.4% | -21.8% | -17.9% |
| 3M | -8.9% | +5.4% | -14.2% | -11.0% |
| 6M | -38.3% | +45.7% | -84.0% | -46.0% |
| YTD | -54.9% | +21.2% | -76.1% | -58.6% |
| 1Y | -58.8% | +35.6% | -94.4% | -63.8% |
| 3Y | -21.2% | -2.0% | -19.2% | -24.8% |
| 5Y | -3.3% | +26.0% | -29.3% | -19.1% |
| All | +81.0% | +280.2% | -199.2% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling