-53.6%
BSX vs EWJ
+18.0%
-71.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +4.0% | +5.5% |
| 7D | +8.0% | -1.2% | +9.2% | +7.8% |
| 30D | +8.1% | -5.5% | +13.5% | +7.4% |
| 3M | -6.7% | -0.8% | -5.9% | -6.7% |
| 6M | -19.4% | +7.1% | -26.5% | -19.2% |
| YTD | -51.9% | +16.9% | -68.8% | -51.9% |
| 1Y | -53.6% | +18.2% | -71.8% | -53.8% |
| All | -53.6% | +18.0% | -71.6% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling