-1.0%
BSX vs ESI
+74.4%
-75.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.1% |
| 7D | -7.0% | +3.9% | -11.0% | -7.6% |
| 30D | -10.9% | -3.8% | -7.1% | -10.5% |
| 3M | -8.2% | -13.1% | +5.0% | -7.2% |
| 6M | -37.5% | +11.3% | -48.8% | -40.4% |
| YTD | -52.8% | +44.1% | -96.9% | -57.9% |
| 1Y | -58.4% | +40.3% | -98.7% | -62.8% |
| 3Y | -16.5% | +84.1% | -100.6% | -33.1% |
| 5Y | -1.0% | +75.8% | -76.8% | -21.0% |
| All | -1.0% | +74.4% | -75.4% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling