+287.4%
BSX vs ECHO
+246.0%
+41.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.4% |
| 7D | -1.0% | +9.1% | -10.1% | -2.5% |
| 30D | +2.1% | +7.2% | -5.1% | +0.4% |
| 3M | -14.0% | +6.1% | -20.1% | -15.5% |
| 6M | -18.3% | -24.2% | +5.9% | -15.6% |
| YTD | -53.6% | -9.7% | -43.9% | -54.0% |
| 1Y | -57.6% | +40.9% | -98.5% | -61.3% |
| 3Y | -14.3% | +883.3% | -897.5% | -58.6% |
| 5Y | +5.1% | +224.2% | -219.1% | -32.6% |
| 10Y | +105.6% | +141.3% | -35.7% | +37.1% |
| All | +287.4% | +246.0% | +41.4% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling