+260.8%
BSX vs ESI
+198.2%
+62.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +3.7% | +5.5% | -1.8% | +2.6% |
| 30D | +3.1% | -7.8% | +10.9% | +4.4% |
| 3M | -14.2% | -15.0% | +0.8% | -12.0% |
| 6M | -16.4% | -24.9% | +8.5% | -13.0% |
| YTD | -53.5% | +33.2% | -86.7% | -58.3% |
| 1Y | -57.8% | +24.9% | -82.7% | -61.6% |
| 3Y | -17.4% | +77.8% | -95.2% | -32.9% |
| 5Y | +5.4% | +37.1% | -31.7% | -10.2% |
| 10Y | +106.2% | +320.5% | -214.3% | +30.2% |
| All | +260.8% | +198.2% | +62.6% | +143.8% |
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