-53.6%
BSX vs ECL
+23.8%
-77.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.4% | +1.9% | +4.8% |
| 7D | +8.0% | +7.7% | +0.3% | +6.9% |
| 30D | +8.1% | +13.7% | -5.6% | +6.5% |
| 3M | -6.7% | +11.6% | -18.2% | -7.9% |
| 6M | -19.4% | +23.9% | -43.3% | -20.3% |
| YTD | -51.9% | +21.0% | -72.9% | -53.6% |
| 1Y | -53.6% | +23.1% | -76.8% | -55.6% |
| All | -53.6% | +23.8% | -77.4% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling