+81.0%
BSX vs ETN
+730.7%
-649.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.2% | -1.7% |
| 7D | -10.1% | +3.5% | -13.6% | -11.3% |
| 30D | -16.4% | -7.5% | -8.9% | -14.3% |
| 3M | -8.9% | +8.3% | -17.2% | -12.9% |
| 6M | -38.3% | +20.2% | -58.5% | -44.1% |
| YTD | -54.9% | +34.7% | -89.6% | -61.3% |
| 1Y | -58.8% | +19.4% | -78.3% | -63.2% |
| 3Y | -21.2% | +85.5% | -106.7% | -45.6% |
| 5Y | -3.3% | +186.6% | -189.9% | -48.0% |
| All | +81.0% | +730.7% | -649.7% | -40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling