+335.8%
BSX vs EW
+6,974.1%
-6,638.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.0% | -0.3% | +2.4% | +2.2% |
| 30D | +0.1% | +1.0% | -0.9% | -0.2% |
| 3M | -2.1% | +2.8% | -5.0% | -3.1% |
| 6M | -33.8% | +5.5% | -39.3% | -35.2% |
| YTD | -49.9% | +5.5% | -55.3% | -50.9% |
| 1Y | -55.4% | +11.0% | -66.5% | -57.2% |
| 3Y | -10.9% | +17.7% | -28.6% | -19.3% |
| 5Y | +6.4% | -25.7% | +32.2% | +10.5% |
| 10Y | +97.0% | +132.8% | -35.8% | +38.2% |
| All | +335.8% | +6,974.1% | -6,638.3% | +30.1% |
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