+26.3%
BSX vs ESTC
+31.2%
-4.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | +2.4% |
| 7D | +2.0% | -8.1% | +10.2% | +3.0% |
| 30D | +0.1% | +31.7% | -31.6% | -4.0% |
| 3M | -2.1% | +41.1% | -43.2% | -7.1% |
| 6M | -33.8% | +77.1% | -110.9% | -39.4% |
| YTD | -49.9% | +21.7% | -71.6% | -52.0% |
| 1Y | -55.4% | +8.4% | -63.8% | -56.9% |
| 3Y | -10.9% | +23.6% | -34.5% | -19.6% |
| 5Y | +6.4% | -46.5% | +52.9% | +5.8% |
| All | +26.3% | +31.2% | -4.9% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling