-21.0%
BSX vs EFV
+88.2%
-109.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -8.2% | -2.0% | -6.2% | -7.4% |
| 30D | -15.8% | -0.2% | -15.6% | -15.7% |
| 3M | -10.8% | +9.1% | -20.0% | -14.0% |
| 6M | -38.4% | +11.7% | -50.1% | -41.2% |
| YTD | -54.8% | +17.0% | -71.8% | -58.2% |
| 1Y | -59.0% | +26.7% | -85.8% | -63.8% |
| All | -21.0% | +88.2% | -109.2% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling