-17.4%
BSX vs EMB
+29.8%
-47.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | +3.7% | -0.9% | +4.6% | +4.5% |
| 30D | +3.1% | +0.4% | +2.8% | +3.0% |
| 3M | -14.2% | -3.1% | -11.1% | -12.0% |
| 6M | -16.4% | -2.1% | -14.4% | -15.0% |
| YTD | -53.5% | -1.1% | -52.4% | -53.1% |
| 1Y | -57.8% | -0.1% | -57.7% | -57.7% |
| 3Y | -17.4% | +29.6% | -47.0% | -28.5% |
| All | -17.4% | +29.8% | -47.2% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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