-17.4%
BSX vs EIX
+10.6%
-28.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +3.7% | +1.4% | +2.4% | +3.7% |
| 30D | +3.1% | +8.5% | -5.4% | +3.0% |
| 3M | -14.2% | -13.5% | -0.8% | -13.9% |
| 6M | -16.4% | -12.4% | -4.1% | -16.4% |
| YTD | -53.5% | +5.9% | -59.4% | -54.7% |
| 1Y | -57.8% | +7.6% | -65.4% | -59.0% |
| 3Y | -17.4% | +12.8% | -30.2% | -22.4% |
| All | -17.4% | +10.6% | -28.0% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling