-55.4%
BSX vs ETN
+20.7%
-76.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.6% | +2.1% |
| 7D | +2.0% | +2.0% | 0.0% | +2.2% |
| 30D | +0.1% | -7.9% | +8.0% | -0.6% |
| 3M | -2.1% | -1.6% | -0.5% | -2.0% |
| 6M | -33.8% | +16.9% | -50.7% | -32.6% |
| YTD | -49.9% | +30.1% | -79.9% | -47.8% |
| 1Y | -55.4% | +19.3% | -74.7% | -53.9% |
| All | -55.4% | +20.7% | -76.1% | -53.9% |
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