+56.8%
BSX vs EFV
+253.2%
-196.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.6% |
| 7D | -7.0% | -0.5% | -6.5% | -6.7% |
| 30D | -10.9% | 0.0% | -10.9% | -10.9% |
| 3M | -8.2% | +8.4% | -16.6% | -13.7% |
| 6M | -37.5% | +12.3% | -49.8% | -43.0% |
| YTD | -52.8% | +17.4% | -70.2% | -58.7% |
| 1Y | -58.4% | +27.1% | -85.5% | -65.8% |
| 3Y | -16.5% | +90.7% | -107.3% | -50.2% |
| 5Y | -1.0% | +95.6% | -96.6% | -42.6% |
| 10Y | +91.2% | +165.3% | -74.1% | -12.0% |
| All | +56.8% | +253.2% | -196.4% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling