+24.7%
BSX vs EQX
+232.0%
-207.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -10.1% | -3.2% | -6.9% | -9.9% |
| 30D | -16.4% | +7.8% | -24.2% | -16.8% |
| 3M | -8.9% | +21.3% | -30.2% | -10.1% |
| 6M | -38.3% | -22.4% | -15.9% | -37.6% |
| YTD | -54.9% | -11.3% | -43.6% | -55.0% |
| 1Y | -58.8% | +13.5% | -72.3% | -59.6% |
| 3Y | -21.2% | +162.1% | -183.4% | -28.1% |
| 5Y | -3.3% | +84.2% | -87.5% | -12.5% |
| All | +24.7% | +232.0% | -207.3% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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