-0.1%
BSX vs ES
+3.4%
-3.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.6% |
| 7D | +1.8% | +1.9% | 0.0% | +1.4% |
| 30D | +2.8% | +7.1% | -4.2% | +1.3% |
| 3M | -13.3% | -1.9% | -11.3% | -13.0% |
| 6M | -23.7% | +4.4% | -28.0% | -24.5% |
| YTD | -55.2% | +7.3% | -62.5% | -56.0% |
| 1Y | -56.8% | +2.1% | -59.0% | -57.3% |
| 3Y | -19.0% | +41.8% | -60.9% | -27.4% |
| All | -0.1% | +3.4% | -3.5% | -1.7% |
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 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