+950.6%
BSX vs ETR
+3,323.5%
-2,372.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.1% | -6.3% |
| 7D | -6.4% | +1.4% | -7.9% | -6.9% |
| 30D | -8.8% | +1.9% | -10.6% | -9.5% |
| 3M | -7.6% | +1.0% | -8.6% | -8.1% |
| 6M | -37.0% | +4.8% | -41.8% | -38.4% |
| YTD | -52.8% | +19.5% | -72.4% | -56.1% |
| 1Y | -58.4% | +28.1% | -86.5% | -62.3% |
| 3Y | -16.5% | +151.1% | -167.7% | -41.5% |
| 5Y | -1.2% | +125.2% | -126.3% | -28.8% |
| 10Y | +83.7% | +291.1% | -207.4% | +7.6% |
| All | +950.6% | +3,323.5% | -2,372.9% | +242.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling