-1.0%
BSX vs EIX
+24.3%
-25.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.1% | +0.3% |
| 7D | -7.0% | +4.1% | -11.1% | -7.5% |
| 30D | -10.9% | -15.3% | +4.4% | -10.0% |
| 3M | -8.2% | -18.4% | +10.3% | -6.9% |
| 6M | -37.5% | -16.8% | -20.6% | -36.9% |
| YTD | -52.8% | -0.6% | -52.3% | -54.2% |
| 1Y | -58.4% | +10.7% | -69.1% | -60.6% |
| 3Y | -16.5% | -4.5% | -12.1% | -20.3% |
| 5Y | -1.0% | +24.0% | -25.0% | -12.9% |
| All | -1.0% | +24.3% | -25.3% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling