-21.0%
BSX vs EFX
-12.7%
-8.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -8.2% | -11.1% | +2.9% | -6.7% |
| 30D | -15.8% | -7.4% | -8.4% | -15.0% |
| 3M | -10.8% | +1.5% | -12.3% | -11.2% |
| 6M | -38.4% | -13.7% | -24.7% | -37.6% |
| YTD | -54.8% | -21.9% | -32.9% | -53.6% |
| 1Y | -59.0% | -30.8% | -28.3% | -57.1% |
| All | -21.0% | -12.7% | -8.3% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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