-53.7%
BSX vs ECHO
+34.1%
-87.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.3% | +8.6% | +5.3% |
| 7D | +8.0% | +4.6% | +3.4% | +7.9% |
| 30D | +8.1% | +0.4% | +7.6% | +8.2% |
| 3M | -6.7% | +7.7% | -14.3% | -6.7% |
| 6M | -19.4% | -18.0% | -1.4% | -18.7% |
| YTD | -51.9% | -9.3% | -42.7% | -51.3% |
| All | -53.7% | +34.1% | -87.8% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 1y: compounded portfolio wealth divided by compounded ECHO 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…
1y analysis · Full analysis span regression · 6 months rolling