-2.8%
BSX vs EVRG
+48.0%
-50.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -16.4% | -1.2% | -15.2% | -16.2% |
| 3M | -8.9% | -0.6% | -8.3% | -8.8% |
| 6M | -38.3% | +2.4% | -40.7% | -38.8% |
| YTD | -54.9% | +15.5% | -70.4% | -57.1% |
| 1Y | -58.8% | +16.8% | -75.6% | -60.9% |
| 3Y | -21.2% | +75.0% | -96.2% | -34.4% |
| All | -2.8% | +48.0% | -50.8% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 5y: compounded portfolio wealth divided by compounded EVRG 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…
5y analysis · Full analysis span regression · 6 months rolling