-21.2%
BSX vs ELV
-2.5%
-18.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.5% | -9.9% | -4.8% |
| 7D | -10.1% | +2.8% | -12.8% | -10.2% |
| 30D | -16.4% | +4.9% | -21.3% | -16.7% |
| 3M | -8.9% | +4.9% | -13.8% | -9.3% |
| 6M | -38.3% | +45.1% | -83.4% | -40.4% |
| YTD | -54.9% | +20.7% | -75.6% | -55.8% |
| 1Y | -58.8% | +35.0% | -93.8% | -60.3% |
| 3Y | -21.2% | -2.4% | -18.8% | -25.9% |
| All | -21.2% | -2.5% | -18.7% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling