-1.0%
BSX vs ES
-4.5%
+3.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.3% |
| 7D | -7.0% | 0.0% | -7.0% | -7.1% |
| 30D | -10.9% | -1.0% | -9.9% | -10.8% |
| 3M | -8.2% | +1.5% | -9.7% | -8.5% |
| 6M | -37.5% | -3.5% | -34.0% | -37.1% |
| YTD | -52.8% | +7.0% | -59.8% | -53.7% |
| 1Y | -58.4% | +15.3% | -73.7% | -60.0% |
| 3Y | -16.5% | +30.2% | -46.7% | -23.1% |
| 5Y | -1.0% | -4.3% | +3.3% | -1.4% |
| All | -1.0% | -4.5% | +3.6% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling