+1.1%
BSX vs EW
-29.7%
+30.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -7.0% | -5.1% | -1.9% | -5.4% |
| 30D | -10.9% | -6.4% | -4.5% | -8.9% |
| 3M | -8.2% | -1.6% | -6.6% | -7.6% |
| 6M | -37.5% | +2.3% | -39.7% | -38.0% |
| YTD | -52.8% | +1.1% | -53.9% | -53.1% |
| 1Y | -58.4% | +8.0% | -66.4% | -59.5% |
| 3Y | -16.5% | +16.3% | -32.9% | -23.9% |
| All | +1.1% | -29.7% | +30.8% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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