+1,016.5%
BSX vs ED
+1,925.8%
-909.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.2% | +2.4% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | +0.1% | -0.1% | +0.3% | +0.1% |
| 3M | -2.1% | +3.9% | -6.1% | -3.9% |
| 6M | -33.8% | -3.0% | -30.8% | -33.2% |
| YTD | -49.9% | +10.7% | -60.6% | -52.2% |
| 1Y | -55.4% | +13.3% | -68.8% | -58.0% |
| 3Y | -10.9% | +34.5% | -45.3% | -23.2% |
| 5Y | +6.4% | +67.1% | -60.7% | -17.6% |
| 10Y | +97.0% | +103.0% | -6.0% | +35.6% |
| All | +1,016.5% | +1,925.8% | -909.3% | +199.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling