+24.7%
BSX vs EOSE
-60.2%
+85.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.3% | -4.1% |
| 7D | -8.2% | +14.0% | -22.2% | -8.5% |
| 30D | -15.8% | -5.9% | -9.9% | -15.8% |
| 3M | -10.8% | -34.3% | +23.4% | -10.4% |
| 6M | -38.4% | -37.8% | -0.6% | -38.3% |
| YTD | -54.8% | -65.2% | +10.4% | -54.3% |
| 1Y | -59.0% | -41.9% | -17.1% | -59.3% |
| 3Y | -20.0% | +44.6% | -64.6% | -24.3% |
| 5Y | -3.1% | -69.2% | +66.1% | -13.4% |
| All | +24.7% | -60.2% | +85.0% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling