+91.2%
BSX vs ES
+83.1%
+8.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.4% |
| 7D | -7.0% | 0.0% | -7.0% | -7.1% |
| 30D | -10.9% | -1.0% | -9.9% | -10.7% |
| 3M | -8.2% | +1.5% | -9.7% | -8.8% |
| 6M | -37.5% | -3.5% | -34.0% | -36.9% |
| YTD | -52.8% | +7.0% | -59.8% | -54.2% |
| 1Y | -58.4% | +15.3% | -73.7% | -60.8% |
| 3Y | -16.5% | +30.2% | -46.7% | -26.7% |
| 5Y | -1.0% | -4.3% | +3.3% | -2.4% |
| 10Y | +91.2% | +87.5% | +3.8% | +46.7% |
| All | +91.2% | +83.1% | +8.1% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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