+81.0%
BSX vs EOG
+121.1%
-40.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -10.1% | +1.5% | -11.6% | -10.4% |
| 30D | -16.4% | +2.9% | -19.4% | -16.9% |
| 3M | -8.9% | +8.7% | -17.6% | -10.6% |
| 6M | -38.3% | +12.9% | -51.2% | -40.1% |
| YTD | -54.9% | +43.8% | -98.8% | -58.5% |
| 1Y | -58.8% | +27.1% | -85.9% | -61.1% |
| 3Y | -21.2% | +25.9% | -47.1% | -26.6% |
| 5Y | -3.3% | +177.9% | -181.3% | -28.6% |
| All | +81.0% | +121.1% | -40.1% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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