+950.6%
BSX vs EFX
+5,111.6%
-4,160.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.1% | -2.8% | -4.9% |
| 7D | -6.4% | -7.8% | +1.4% | -4.0% |
| 30D | -8.8% | -5.7% | -3.1% | -7.3% |
| 3M | -7.6% | +2.5% | -10.2% | -9.0% |
| 6M | -37.0% | -16.7% | -20.3% | -34.0% |
| YTD | -52.8% | -20.2% | -32.6% | -50.5% |
| 1Y | -58.4% | -31.4% | -27.0% | -54.2% |
| 3Y | -16.5% | -10.5% | -6.0% | -19.2% |
| 5Y | -1.2% | -35.2% | +34.0% | +3.9% |
| 10Y | +83.7% | +40.2% | +43.6% | +40.0% |
| All | +950.6% | +5,111.6% | -4,160.9% | +190.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling