+81.0%
BSX vs ETR
+296.9%
-215.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -10.1% | -1.8% | -8.3% | -9.5% |
| 30D | -16.4% | -1.8% | -14.7% | -15.9% |
| 3M | -8.9% | -3.6% | -5.3% | -7.7% |
| 6M | -38.3% | +2.6% | -40.9% | -39.3% |
| YTD | -54.9% | +16.0% | -70.9% | -58.0% |
| 1Y | -58.8% | +20.1% | -78.9% | -62.2% |
| 3Y | -21.2% | +143.6% | -164.8% | -47.8% |
| 5Y | -3.3% | +124.4% | -127.7% | -34.8% |
| All | +81.0% | +296.9% | -215.9% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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