-59.0%
BSX vs ESI
+34.0%
-93.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -4.6% |
| 7D | -8.2% | -2.3% | -5.9% | -8.4% |
| 30D | -15.8% | -9.0% | -6.8% | -16.6% |
| 3M | -10.8% | -13.3% | +2.4% | -12.5% |
| 6M | -38.4% | +5.3% | -43.7% | -39.5% |
| YTD | -54.8% | +37.6% | -92.4% | -55.1% |
| 1Y | -59.0% | +33.6% | -92.6% | -59.5% |
| All | -59.0% | +34.0% | -93.1% | -59.5% |
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