+113.3%
BSX vs ED
+147.1%
-33.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | +3.7% | +2.1% | +1.7% | +3.0% |
| 30D | +3.1% | +10.4% | -7.3% | -0.2% |
| 3M | -14.2% | +12.5% | -26.8% | -17.6% |
| 6M | -16.4% | +14.9% | -31.3% | -20.4% |
| YTD | -53.5% | +24.8% | -78.3% | -57.1% |
| 1Y | -57.8% | +23.8% | -81.6% | -60.9% |
| 3Y | -17.4% | +51.6% | -69.1% | -30.3% |
| 5Y | +5.4% | +86.4% | -81.0% | -19.0% |
| All | +113.3% | +147.1% | -33.8% | +53.4% |
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