-21.0%
BSX vs ECL
+53.7%
-74.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -8.2% | -2.6% | -5.6% | -7.5% |
| 30D | -15.8% | -4.6% | -11.2% | -14.7% |
| 3M | -10.8% | +6.0% | -16.8% | -12.3% |
| 6M | -38.4% | -3.0% | -35.4% | -37.8% |
| YTD | -54.8% | +4.0% | -58.8% | -55.7% |
| 1Y | -59.0% | +2.0% | -61.1% | -59.7% |
| All | -21.0% | +53.7% | -74.7% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling