-21.2%
BSX vs ET
+96.2%
-117.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -10.1% | +0.2% | -10.3% | -10.2% |
| 30D | -16.4% | +2.9% | -19.3% | -17.2% |
| 3M | -8.9% | +16.8% | -25.7% | -13.4% |
| 6M | -38.3% | +18.9% | -57.1% | -41.6% |
| YTD | -54.9% | +37.7% | -92.6% | -59.3% |
| 1Y | -58.8% | +32.4% | -91.2% | -62.4% |
| 3Y | -21.2% | +99.5% | -120.7% | -35.2% |
| All | -21.2% | +96.2% | -117.4% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling