+81.5%
BSX vs ED
+109.0%
-27.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | -8.2% | -1.9% | -6.3% | -7.6% |
| 30D | -15.8% | +0.1% | -15.9% | -15.9% |
| 3M | -10.8% | 0.0% | -10.8% | -11.0% |
| 6M | -38.4% | -2.5% | -35.9% | -38.0% |
| YTD | -54.8% | +10.1% | -64.9% | -56.5% |
| 1Y | -59.0% | +13.6% | -72.6% | -61.0% |
| 3Y | -20.0% | +32.4% | -52.4% | -29.4% |
| 5Y | -3.1% | +69.9% | -72.9% | -23.4% |
| All | +81.5% | +109.0% | -27.6% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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