-21.2%
BSX vs EOSE
+42.6%
-63.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -10.1% | +1.8% | -11.9% | -10.1% |
| 30D | -16.4% | -6.8% | -9.6% | -16.4% |
| 3M | -8.9% | -36.3% | +27.4% | -8.5% |
| 6M | -38.3% | -38.8% | +0.5% | -38.2% |
| YTD | -54.9% | -65.5% | +10.6% | -54.4% |
| 1Y | -58.8% | -45.3% | -13.5% | -59.2% |
| 3Y | -21.2% | +44.2% | -65.4% | -24.9% |
| All | -21.2% | +42.6% | -63.8% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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