-3.1%
BSX vs ECHO
+253.4%
-256.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -8.2% | +2.3% | -10.5% | -8.3% |
| 30D | -15.8% | +4.4% | -20.2% | -16.0% |
| 3M | -10.8% | -20.3% | +9.5% | -10.0% |
| 6M | -38.4% | -15.3% | -23.0% | -38.1% |
| YTD | -54.8% | -15.5% | -39.3% | -54.6% |
| 1Y | -59.0% | +15.0% | -74.0% | -59.6% |
| 3Y | -20.0% | +409.1% | -429.1% | -29.4% |
| 5Y | -3.1% | +260.6% | -263.7% | -10.2% |
| All | -3.1% | +253.4% | -256.5% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling