+315.3%
BSX vs EMB
+132.1%
+183.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.0% | 0.0% | +2.1% | +2.0% |
| 30D | +0.1% | -0.3% | +0.4% | +0.4% |
| 3M | -2.1% | -0.4% | -1.7% | -1.8% |
| 6M | -33.8% | +0.1% | -33.9% | -33.9% |
| YTD | -49.9% | +1.6% | -51.5% | -50.5% |
| 1Y | -55.4% | +5.6% | -61.1% | -57.3% |
| 3Y | -10.9% | +29.8% | -40.7% | -26.8% |
| 5Y | +6.4% | +7.3% | -0.9% | +0.5% |
| 10Y | +97.0% | +30.4% | +66.6% | +65.0% |
| All | +315.3% | +132.1% | +183.2% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling