-1.0%
BSX vs ESTC
-46.4%
+45.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.1% |
| 7D | -7.0% | -3.3% | -3.7% | -6.8% |
| 30D | -10.9% | +13.4% | -24.3% | -12.2% |
| 3M | -8.2% | +41.3% | -49.5% | -11.3% |
| 6M | -37.5% | +62.6% | -100.1% | -40.6% |
| YTD | -52.8% | +14.8% | -67.6% | -53.9% |
| 1Y | -58.4% | -5.1% | -53.3% | -58.7% |
| 3Y | -16.5% | +11.2% | -27.7% | -21.0% |
| 5Y | -1.0% | -47.0% | +46.0% | -6.1% |
| All | -1.0% | -46.4% | +45.4% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling