+304.2%
BSX vs EW
+8,331.5%
-8,027.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | +3.7% | +4.9% | -1.2% | +2.0% |
| 30D | +3.1% | +23.9% | -20.8% | -4.3% |
| 3M | -14.2% | +15.8% | -30.0% | -18.5% |
| 6M | -16.4% | +31.7% | -48.1% | -24.0% |
| YTD | -53.5% | +25.7% | -79.2% | -57.2% |
| 1Y | -57.8% | +24.4% | -82.2% | -61.0% |
| 3Y | -17.4% | +65.9% | -83.3% | -33.6% |
| 5Y | +5.4% | -7.6% | +13.0% | +1.4% |
| 10Y | +106.2% | +253.2% | -147.0% | +27.2% |
| All | +304.2% | +8,331.5% | -8,027.2% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling