-21.2%
BSX vs ETR
+143.8%
-165.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -10.1% | -1.8% | -8.3% | -9.8% |
| 30D | -16.4% | -1.8% | -14.7% | -16.2% |
| 3M | -8.9% | -3.6% | -5.3% | -8.3% |
| 6M | -38.3% | +2.6% | -40.9% | -38.7% |
| YTD | -54.9% | +16.0% | -70.9% | -56.5% |
| 1Y | -58.8% | +20.1% | -78.9% | -60.6% |
| 3Y | -21.2% | +143.6% | -164.8% | -31.9% |
| All | -21.2% | +143.8% | -165.1% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling