+288.9%
BSX vs ESI
+224.6%
+64.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.2% |
| 7D | +2.0% | +3.3% | -1.3% | +1.3% |
| 30D | +0.1% | -5.9% | +6.0% | +1.3% |
| 3M | -2.1% | -14.1% | +11.9% | -0.1% |
| 6M | -33.8% | +6.6% | -40.4% | -36.3% |
| YTD | -49.9% | +45.0% | -94.9% | -55.5% |
| 1Y | -55.4% | +41.5% | -96.9% | -60.4% |
| 3Y | -10.9% | +78.8% | -89.6% | -27.0% |
| 5Y | +6.4% | +70.9% | -64.5% | -13.4% |
| 10Y | +97.0% | +317.1% | -220.0% | +24.5% |
| All | +288.9% | +224.6% | +64.3% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling