-53.6%
BSX vs ETN
-1.0%
-52.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -9.9% | +15.2% | +3.9% |
| 7D | +8.0% | -10.1% | +18.1% | +6.6% |
| 30D | +8.1% | -18.4% | +26.4% | +5.9% |
| 3M | -6.7% | -20.4% | +13.8% | -8.6% |
| 6M | -19.4% | -16.0% | -3.4% | -20.3% |
| YTD | -51.9% | +11.8% | -63.7% | -51.5% |
| 1Y | -53.6% | -5.5% | -48.2% | -53.0% |
| All | -53.6% | -1.0% | -52.6% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling