-53.6%
BSX vs ESI
+27.8%
-81.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.6% | +10.0% | +4.7% |
| 7D | +8.0% | -6.6% | +14.6% | +7.1% |
| 30D | +8.1% | -10.9% | +19.0% | +6.8% |
| 3M | -6.7% | -13.8% | +7.2% | -8.1% |
| 6M | -19.4% | -21.5% | +2.1% | -21.5% |
| YTD | -51.9% | +34.7% | -86.6% | -52.8% |
| 1Y | -53.6% | +24.9% | -78.5% | -54.0% |
| All | -53.6% | +27.8% | -81.5% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling