+935.7%
BSX vs LEN
+4,841.9%
-3,906.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.7% | -5.8% | +9.5% | +5.0% |
| 30D | +3.1% | +13.7% | -10.6% | +0.3% |
| 3M | -14.2% | -3.9% | -10.4% | -13.7% |
| 6M | -16.4% | -0.4% | -16.1% | -16.9% |
| YTD | -53.5% | -16.8% | -36.7% | -52.3% |
| 1Y | -57.8% | -29.5% | -28.3% | -55.2% |
| 3Y | -17.4% | -25.6% | +8.1% | -15.6% |
| 5Y | +5.4% | -13.2% | +18.6% | +2.2% |
| 10Y | +106.2% | +138.5% | -32.2% | +52.5% |
| All | +935.7% | +4,841.9% | -3,906.2% | +187.8% |
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