-21.2%
BSX vs EWT
+198.4%
-219.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.5% |
| 7D | -10.1% | -1.1% | -9.0% | -9.9% |
| 30D | -16.4% | +4.5% | -20.9% | -16.9% |
| 3M | -8.9% | +8.3% | -17.1% | -10.2% |
| 6M | -38.3% | +54.2% | -92.5% | -43.9% |
| YTD | -54.9% | +74.6% | -129.5% | -60.3% |
| 1Y | -58.8% | +84.9% | -143.7% | -64.3% |
| 3Y | -21.2% | +197.5% | -218.8% | -41.9% |
| All | -21.2% | +198.4% | -219.6% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 3y: compounded portfolio wealth divided by compounded EWT 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…
3y analysis · Full analysis span regression · 6 months rolling