+294.2%
BSX vs ECHO
+229.4%
+64.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.0% | -9.9% | -6.6% |
| 7D | -6.4% | +8.6% | -15.0% | -7.8% |
| 30D | -8.8% | +3.8% | -12.5% | -9.5% |
| 3M | -7.6% | -19.9% | +12.3% | -4.7% |
| 6M | -37.0% | -12.1% | -24.9% | -36.5% |
| YTD | -52.8% | -14.1% | -38.8% | -52.5% |
| 1Y | -58.4% | +15.9% | -74.3% | -60.6% |
| 3Y | -16.5% | +417.8% | -434.4% | -52.3% |
| 5Y | -1.2% | +259.3% | -260.5% | -39.5% |
| 10Y | +83.7% | +192.7% | -109.0% | +12.6% |
| All | +294.2% | +229.4% | +64.8% | +76.3% |
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