+340.5%
BSX vs EFA
+382.5%
-42.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.5% |
| 7D | -8.2% | -2.4% | -5.8% | -6.5% |
| 30D | -15.8% | -2.2% | -13.6% | -14.3% |
| 3M | -10.8% | +5.7% | -16.5% | -14.8% |
| 6M | -38.4% | +8.2% | -46.6% | -42.5% |
| YTD | -54.8% | +11.8% | -66.6% | -59.1% |
| 1Y | -59.0% | +18.3% | -77.3% | -64.6% |
| 3Y | -20.0% | +64.9% | -84.9% | -47.2% |
| 5Y | -3.1% | +52.4% | -55.5% | -32.4% |
| 10Y | +83.3% | +142.4% | -59.1% | -9.6% |
| All | +340.5% | +382.5% | -42.0% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling