+1,016.5%
BSX vs ES
+927.9%
+88.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +2.0% | +0.3% | +1.8% | +1.9% |
| 30D | +0.1% | -2.0% | +2.1% | +0.7% |
| 3M | -2.1% | +1.7% | -3.8% | -2.9% |
| 6M | -33.8% | -3.5% | -30.3% | -33.2% |
| YTD | -49.9% | +7.9% | -57.8% | -51.4% |
| 1Y | -55.4% | +17.2% | -72.6% | -58.2% |
| 3Y | -10.9% | +29.3% | -40.2% | -21.0% |
| 5Y | +6.4% | -5.7% | +12.2% | +4.3% |
| 10Y | +97.0% | +85.2% | +11.8% | +50.1% |
| All | +1,016.5% | +927.9% | +88.6% | +349.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling