+1,016.5%
BSX vs EMR
+2,949.1%
-1,932.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.1% |
| 7D | +2.0% | -1.5% | +3.6% | +2.6% |
| 30D | +0.1% | -5.6% | +5.7% | +2.3% |
| 3M | -2.1% | +7.9% | -10.1% | -5.8% |
| 6M | -33.8% | +6.0% | -39.8% | -36.2% |
| YTD | -49.9% | +16.4% | -66.3% | -54.0% |
| 1Y | -55.4% | +16.6% | -72.1% | -59.4% |
| 3Y | -10.9% | +62.9% | -73.7% | -31.3% |
| 5Y | +6.4% | +60.1% | -53.7% | -18.7% |
| 10Y | +97.0% | +268.7% | -171.7% | +2.2% |
| All | +1,016.5% | +2,949.1% | -1,932.6% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling