+16.8%
BSX vs ESTC
+27.2%
-10.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.3% |
| 7D | -1.0% | +5.8% | -6.8% | -1.7% |
| 30D | +2.1% | -5.6% | +7.6% | +2.6% |
| 3M | -14.0% | +15.4% | -29.5% | -16.3% |
| 6M | -18.3% | +77.8% | -96.1% | -25.2% |
| YTD | -53.6% | +18.1% | -71.7% | -55.5% |
| 1Y | -57.6% | -3.7% | -53.9% | -58.2% |
| 3Y | -14.3% | +16.9% | -31.2% | -22.1% |
| 5Y | +5.1% | -51.2% | +56.3% | +6.4% |
| All | +16.8% | +27.2% | -10.5% | -22.8% |
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