+81.5%
BSX vs EAT
+379.9%
-298.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | -8.2% | -6.2% | -2.0% | -7.2% |
| 30D | -15.8% | -3.0% | -12.8% | -15.5% |
| 3M | -10.8% | +45.6% | -56.5% | -16.3% |
| 6M | -38.4% | +53.5% | -91.9% | -43.1% |
| YTD | -54.8% | +49.6% | -104.4% | -58.2% |
| 1Y | -59.0% | +38.9% | -98.0% | -61.9% |
| 3Y | -20.0% | +589.7% | -609.6% | -45.1% |
| 5Y | -3.1% | +318.7% | -321.7% | -30.4% |
| All | +81.5% | +379.9% | -298.4% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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