+1,016.5%
BSX vs ECL
+9,493.8%
-8,477.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.0% | -2.6% | +4.7% | +3.3% |
| 30D | +0.1% | -2.2% | +2.3% | +1.1% |
| 3M | -2.1% | +10.1% | -12.3% | -6.7% |
| 6M | -33.8% | -5.7% | -28.1% | -32.5% |
| YTD | -49.9% | +7.0% | -56.8% | -52.0% |
| 1Y | -55.4% | +2.7% | -58.1% | -56.6% |
| 3Y | -10.9% | +57.7% | -68.6% | -30.1% |
| 5Y | +6.4% | +31.1% | -24.7% | -11.1% |
| 10Y | +97.0% | +150.9% | -53.8% | +19.0% |
| All | +1,016.5% | +9,493.8% | -8,477.3% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling