-17.6%
BSX vs ECHO
+405.9%
-423.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | -7.0% | +5.3% | -12.4% | -7.3% |
| 30D | -10.9% | +2.4% | -13.3% | -11.0% |
| 3M | -8.2% | -21.8% | +13.6% | -7.3% |
| 6M | -37.5% | -16.9% | -20.5% | -37.2% |
| YTD | -52.8% | -16.0% | -36.9% | -52.7% |
| 1Y | -58.4% | +9.3% | -67.7% | -58.7% |
| All | -17.6% | +405.9% | -423.5% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling