+878.7%
BSX vs EME
+61,154.1%
-60,275.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.6% |
| 7D | -7.0% | +2.7% | -9.8% | -7.7% |
| 30D | -10.9% | -6.8% | -4.1% | -9.5% |
| 3M | -8.2% | -8.8% | +0.7% | -7.3% |
| 6M | -37.5% | +5.0% | -42.5% | -39.4% |
| YTD | -52.8% | +23.5% | -76.3% | -56.4% |
| 1Y | -58.4% | +21.3% | -79.7% | -61.9% |
| 3Y | -16.5% | +241.1% | -257.6% | -43.8% |
| 5Y | -1.0% | +549.2% | -550.1% | -44.8% |
| 10Y | +91.2% | +1,306.4% | -1,215.2% | -15.5% |
| All | +878.7% | +61,154.1% | -60,275.4% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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