-57.8%
BSX vs ECL
+19.9%
-77.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | +3.7% | +2.9% | +0.9% | +3.1% |
| 30D | +3.1% | +7.5% | -4.4% | +2.3% |
| 3M | -14.2% | +12.2% | -26.5% | -15.2% |
| 6M | -16.4% | +24.6% | -41.0% | -17.0% |
| YTD | -53.5% | +18.8% | -72.3% | -55.1% |
| 1Y | -57.8% | +19.3% | -77.1% | -59.3% |
| All | -57.8% | +19.9% | -77.7% | -59.3% |
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