+903.9%
BSX vs ETN
+13,652.4%
-12,748.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.2% |
| 3M | -8.9% | +8.3% | -17.2% | -13.0% |
| 6M | -38.3% | +20.2% | -58.5% | -44.0% |
| YTD | -54.9% | +34.7% | -89.6% | -61.1% |
| 1Y | -58.8% | +19.4% | -78.3% | -63.1% |
| 3Y | -21.2% | +85.5% | -106.7% | -42.9% |
| 5Y | -3.3% | +186.6% | -189.9% | -42.2% |
| 10Y | +82.8% | +724.7% | -641.9% | -29.4% |
| All | +903.9% | +13,652.4% | -12,748.5% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling