-2.8%
BSX vs EFV
+95.9%
-98.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | -10.1% | -0.8% | -9.3% | -9.7% |
| 30D | -16.4% | +0.6% | -17.0% | -16.7% |
| 3M | -8.9% | +7.5% | -16.4% | -12.6% |
| 6M | -38.3% | +13.0% | -51.3% | -42.6% |
| YTD | -54.9% | +18.3% | -73.2% | -59.5% |
| 1Y | -58.8% | +26.7% | -85.5% | -64.6% |
| 3Y | -21.2% | +89.6% | -110.8% | -48.5% |
| All | -2.8% | +95.9% | -98.7% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling