+944.1%
BSX vs ES
+919.1%
+25.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | +2.8% | +0.9% | +1.9% | +2.5% |
| 30D | +4.6% | +5.9% | -1.3% | +2.6% |
| 3M | -11.4% | -1.0% | -10.4% | -11.2% |
| 6M | -17.1% | +7.2% | -24.3% | -19.2% |
| YTD | -53.1% | +7.0% | -60.1% | -54.4% |
| 1Y | -55.7% | +0.5% | -56.2% | -56.1% |
| 3Y | -13.3% | +48.7% | -62.0% | -26.7% |
| 5Y | +5.3% | +1.9% | +3.4% | +0.4% |
| 10Y | +104.3% | +89.2% | +15.1% | +54.5% |
| All | +944.1% | +919.1% | +25.0% | +321.1% |
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