+113.3%
BSX vs EIX
+35.3%
+78.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +3.7% | +1.4% | +2.4% | +3.4% |
| 30D | +3.1% | +8.5% | -5.4% | +1.2% |
| 3M | -14.2% | -13.5% | -0.8% | -12.5% |
| 6M | -16.4% | -12.4% | -4.1% | -15.3% |
| YTD | -53.5% | +5.9% | -59.4% | -55.8% |
| 1Y | -57.8% | +7.6% | -65.4% | -60.0% |
| 3Y | -17.4% | +12.8% | -30.2% | -25.3% |
| 5Y | +5.4% | +19.2% | -13.8% | -8.0% |
| All | +113.3% | +35.3% | +78.0% | +64.6% |
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