+954.1%
BSX vs ED
+2,150.5%
-1,196.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -1.5% | -0.9% | -0.6% | -1.1% |
| 30D | +2.9% | +11.2% | -8.2% | -1.3% |
| 3M | -11.8% | +11.8% | -23.6% | -15.8% |
| 6M | -15.4% | +14.1% | -29.5% | -20.0% |
| YTD | -52.7% | +23.0% | -75.6% | -56.8% |
| 1Y | -56.0% | +23.7% | -79.6% | -59.9% |
| 3Y | -12.5% | +47.7% | -60.2% | -27.3% |
| 5Y | +7.6% | +82.6% | -75.1% | -19.5% |
| 10Y | +109.9% | +141.8% | -31.9% | +34.3% |
| All | +954.1% | +2,150.5% | -1,196.3% | +170.5% |
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