-17.6%
BSX vs EMR
+60.1%
-77.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.2% |
| 7D | -7.0% | +0.9% | -8.0% | -7.2% |
| 30D | -10.9% | -5.0% | -5.9% | -10.2% |
| 3M | -8.2% | +5.9% | -14.1% | -9.3% |
| 6M | -37.5% | +7.3% | -44.8% | -38.6% |
| YTD | -52.8% | +14.6% | -67.4% | -54.9% |
| 1Y | -58.4% | +15.6% | -74.0% | -60.4% |
| All | -17.6% | +60.1% | -77.7% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling