-2.8%
BSX vs EWJ
+50.5%
-53.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.1% |
| 7D | -10.1% | +0.3% | -10.4% | -10.2% |
| 30D | -16.4% | +0.8% | -17.2% | -16.7% |
| 3M | -8.9% | +7.5% | -16.4% | -11.8% |
| 6M | -38.3% | +15.6% | -53.9% | -42.3% |
| YTD | -54.9% | +22.7% | -77.7% | -59.4% |
| 1Y | -58.8% | +26.4% | -85.2% | -63.6% |
| 3Y | -21.2% | +72.5% | -93.8% | -42.4% |
| All | -2.8% | +50.5% | -53.3% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling