+314.8%
BSX vs EWT
+590.1%
-275.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.7% |
| 7D | -6.4% | +1.6% | -8.1% | -7.0% |
| 30D | -8.8% | +8.2% | -17.0% | -11.5% |
| 3M | -7.6% | +11.1% | -18.7% | -12.2% |
| 6M | -37.0% | +60.4% | -97.4% | -48.5% |
| YTD | -52.8% | +75.6% | -128.4% | -62.9% |
| 1Y | -58.4% | +91.3% | -149.7% | -68.5% |
| 3Y | -16.5% | +200.3% | -216.8% | -48.0% |
| 5Y | -1.2% | +156.4% | -157.5% | -34.9% |
| 10Y | +83.7% | +495.8% | -412.1% | -12.6% |
| All | +314.8% | +590.1% | -275.3% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling