+81.5%
BSX vs EMR
+274.4%
-192.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.6% |
| 7D | -8.2% | -1.2% | -7.0% | -7.7% |
| 30D | -15.8% | -9.4% | -6.4% | -12.5% |
| 3M | -10.8% | +8.6% | -19.4% | -14.3% |
| 6M | -38.4% | +6.7% | -45.1% | -40.8% |
| YTD | -54.8% | +13.1% | -67.9% | -58.2% |
| 1Y | -59.0% | +12.7% | -71.8% | -62.3% |
| 3Y | -20.0% | +58.1% | -78.1% | -39.1% |
| 5Y | -3.1% | +63.6% | -66.7% | -28.9% |
| All | +81.5% | +274.4% | -192.9% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling