+81.0%
BSX vs ECL
+160.1%
-79.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.1% |
| 7D | -10.1% | -1.1% | -9.0% | -9.6% |
| 30D | -16.4% | -0.8% | -15.6% | -16.1% |
| 3M | -8.9% | +5.0% | -13.9% | -11.2% |
| 6M | -38.3% | +0.2% | -38.5% | -38.8% |
| YTD | -54.9% | +5.8% | -60.7% | -56.8% |
| 1Y | -58.8% | +1.5% | -60.4% | -59.8% |
| 3Y | -21.2% | +55.0% | -76.2% | -39.2% |
| 5Y | -3.3% | +29.3% | -32.6% | -19.3% |
| All | +81.0% | +160.1% | -79.1% | +2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling