+950.6%
BSX vs LEN
+4,619.7%
-3,669.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.8% | -2.1% | -5.1% |
| 7D | -6.4% | -2.9% | -3.6% | -5.9% |
| 30D | -8.8% | -8.9% | +0.1% | -7.0% |
| 3M | -7.6% | -10.9% | +3.3% | -5.7% |
| 6M | -37.0% | -19.7% | -17.3% | -34.4% |
| YTD | -52.8% | -20.6% | -32.2% | -51.0% |
| 1Y | -58.4% | -42.4% | -16.0% | -53.9% |
| 3Y | -16.5% | -26.5% | +10.0% | -14.3% |
| 5Y | -1.2% | -10.9% | +9.8% | -4.6% |
| 10Y | +83.7% | +100.6% | -16.9% | +41.1% |
| All | +950.6% | +4,619.7% | -3,669.1% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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