+19.2%
BSX vs ESTC
+24.7%
-5.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.5% | -2.6% | +1.1% | -1.2% |
| 30D | +2.9% | -8.6% | +11.5% | +3.9% |
| 3M | -11.8% | +14.4% | -26.2% | -14.1% |
| 6M | -15.4% | +73.3% | -88.7% | -22.3% |
| YTD | -52.7% | +15.7% | -68.4% | -54.5% |
| 1Y | -56.0% | -7.6% | -48.4% | -56.4% |
| 3Y | -12.5% | +14.6% | -27.1% | -20.2% |
| 5Y | +7.6% | -50.0% | +57.6% | +8.1% |
| All | +19.2% | +24.7% | -5.5% | -20.9% |
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