+81.0%
BSX vs EFA
+146.6%
-65.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -1.1% |
| 7D | -10.1% | -1.5% | -8.6% | -8.9% |
| 30D | -16.4% | -1.7% | -14.8% | -15.2% |
| 3M | -8.9% | +3.5% | -12.4% | -11.7% |
| 6M | -38.3% | +9.5% | -47.7% | -43.3% |
| YTD | -54.9% | +12.9% | -67.8% | -60.0% |
| 1Y | -58.8% | +18.2% | -77.0% | -64.9% |
| 3Y | -21.2% | +64.8% | -86.1% | -51.1% |
| 5Y | -3.3% | +53.9% | -57.2% | -36.2% |
| All | +81.0% | +146.6% | -65.6% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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