+288.6%
BSX vs ECHO
+252.6%
+36.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | 0.0% |
| 7D | +3.7% | +5.7% | -2.0% | +2.7% |
| 30D | +3.1% | +13.8% | -10.7% | +0.4% |
| 3M | -14.2% | +9.1% | -23.3% | -16.0% |
| 6M | -16.4% | -24.9% | +8.5% | -13.5% |
| YTD | -53.5% | -8.0% | -45.5% | -54.0% |
| 1Y | -57.8% | +42.9% | -100.7% | -61.6% |
| 3Y | -17.4% | +926.7% | -944.1% | -60.5% |
| 5Y | +5.4% | +230.4% | -225.0% | -32.6% |
| 10Y | +106.2% | +145.9% | -39.6% | +37.1% |
| All | +288.6% | +252.6% | +36.0% | +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