-16.0%
BSX vs ED
+47.9%
-63.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | +2.9% | +11.2% | -8.2% | +1.8% |
| 3M | -11.8% | +11.8% | -23.6% | -12.9% |
| 6M | -15.4% | +14.1% | -29.5% | -16.6% |
| YTD | -52.7% | +23.0% | -75.6% | -53.8% |
| 1Y | -56.0% | +23.7% | -79.6% | -57.0% |
| All | -16.0% | +47.9% | -63.9% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling