-3.1%
BSX vs EMB
+6.1%
-9.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.5% |
| 7D | -8.2% | -1.1% | -7.1% | -7.4% |
| 30D | -15.8% | -1.1% | -14.7% | -15.1% |
| 3M | -10.8% | -0.8% | -10.1% | -10.3% |
| 6M | -38.4% | -0.1% | -38.3% | -38.4% |
| YTD | -54.8% | +0.4% | -55.2% | -55.0% |
| 1Y | -59.0% | +3.3% | -62.3% | -60.0% |
| 3Y | -20.0% | +29.0% | -49.0% | -33.5% |
| 5Y | -3.1% | +6.3% | -9.4% | -1.6% |
| All | -3.1% | +6.1% | -9.1% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling