-1.0%
BSX vs ED
+66.4%
-67.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -7.0% | -0.2% | -6.9% | -7.0% |
| 30D | -10.9% | +1.9% | -12.8% | -11.4% |
| 3M | -8.2% | +1.9% | -10.0% | -8.6% |
| 6M | -37.5% | -2.3% | -35.2% | -37.3% |
| YTD | -52.8% | +10.9% | -63.7% | -54.1% |
| 1Y | -58.4% | +14.5% | -72.9% | -59.8% |
| 3Y | -16.5% | +33.4% | -49.9% | -23.9% |
| 5Y | -1.0% | +67.3% | -68.3% | -12.7% |
| All | -1.0% | +66.4% | -67.4% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling