-58.8%
BSX vs EWZ
+33.5%
-92.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -10.1% | +0.9% | -11.0% | -10.2% |
| 30D | -16.4% | +12.8% | -29.2% | -17.6% |
| 3M | -8.9% | +10.8% | -19.6% | -10.3% |
| 6M | -38.3% | +2.5% | -40.8% | -38.6% |
| YTD | -54.9% | +21.4% | -76.3% | -55.7% |
| 1Y | -58.8% | +32.8% | -91.6% | -60.7% |
| All | -58.8% | +33.5% | -92.4% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling