+97.7%
BSX vs ET
+1,451.4%
-1,353.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.4% | -4.2% |
| 7D | -8.2% | +1.4% | -9.6% | -8.5% |
| 30D | -15.8% | +4.6% | -20.4% | -16.7% |
| 3M | -10.8% | +16.0% | -26.9% | -14.0% |
| 6M | -38.4% | +22.8% | -61.2% | -41.4% |
| YTD | -54.8% | +38.9% | -93.6% | -58.3% |
| 1Y | -59.0% | +34.1% | -93.1% | -61.9% |
| 3Y | -20.0% | +98.8% | -118.8% | -32.7% |
| 5Y | -3.1% | +246.8% | -249.9% | -29.3% |
| 10Y | +83.3% | +174.4% | -91.1% | +30.3% |
| All | +97.7% | +1,451.4% | -1,353.7% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling