+81.0%
BSX vs EIX
+19.9%
+61.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -10.1% | -1.4% | -8.7% | -9.9% |
| 30D | -16.4% | -19.3% | +2.9% | -13.3% |
| 3M | -8.9% | -21.7% | +12.8% | -5.0% |
| 6M | -38.3% | -19.8% | -18.4% | -36.2% |
| YTD | -54.9% | -3.0% | -51.9% | -56.2% |
| 1Y | -58.8% | +5.1% | -63.9% | -61.0% |
| 3Y | -21.2% | -7.0% | -14.3% | -24.7% |
| 5Y | -3.3% | +22.0% | -25.4% | -17.4% |
| All | +81.0% | +19.9% | +61.1% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling