+1,016.5%
BSX vs EAT
+4,947.2%
-3,930.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +0.1% | +1.9% | -1.8% | -0.4% |
| 3M | -2.1% | +68.7% | -70.8% | -11.6% |
| 6M | -33.8% | +66.9% | -100.7% | -40.7% |
| YTD | -49.9% | +60.4% | -110.3% | -54.9% |
| 1Y | -55.4% | +44.0% | -99.4% | -59.3% |
| 3Y | -10.9% | +604.7% | -615.5% | -42.1% |
| 5Y | +6.4% | +347.0% | -340.6% | -27.9% |
| 10Y | +97.0% | +390.8% | -293.7% | +12.7% |
| All | +1,016.5% | +4,947.2% | -3,930.7% | +251.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling