+13.6%
BSX vs ESTC
+19.1%
-5.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -10.1% | -9.2% | -0.9% | -8.9% |
| 30D | -16.4% | +8.1% | -24.5% | -17.7% |
| 3M | -8.9% | +38.5% | -47.4% | -13.3% |
| 6M | -38.3% | +57.8% | -96.1% | -42.6% |
| YTD | -54.9% | +10.5% | -65.5% | -56.3% |
| 1Y | -58.8% | -6.4% | -52.4% | -59.3% |
| 3Y | -21.2% | +4.7% | -25.9% | -27.2% |
| 5Y | -3.3% | -47.8% | +44.4% | -4.2% |
| All | +13.6% | +19.1% | -5.6% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling