-7.6%
BSX vs EWJ
+7.2%
-14.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -6.0% |
| 7D | -6.4% | +2.9% | -9.3% | -5.7% |
| 30D | -8.8% | +1.1% | -9.9% | -8.5% |
| 3M | -7.6% | +7.1% | -14.8% | -5.2% |
| All | -7.6% | +7.2% | -14.8% | -5.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling