-3.1%
BSX vs EWT
+144.9%
-147.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.5% |
| 7D | -8.2% | -1.1% | -7.1% | -7.9% |
| 30D | -15.8% | +4.8% | -20.6% | -16.7% |
| 3M | -10.8% | +11.1% | -22.0% | -13.9% |
| 6M | -38.4% | +54.6% | -93.0% | -46.9% |
| YTD | -54.8% | +71.4% | -126.2% | -62.5% |
| 1Y | -59.0% | +82.1% | -141.1% | -66.8% |
| 3Y | -20.0% | +193.2% | -213.2% | -48.7% |
| 5Y | -3.1% | +146.1% | -149.1% | -29.7% |
| All | -3.1% | +144.9% | -147.9% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling