-2.5%
BSX vs EWZ
+61.2%
-63.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.4% |
| 7D | -8.2% | +1.1% | -9.3% | -8.4% |
| 30D | -15.8% | +13.5% | -29.3% | -17.8% |
| 3M | -10.8% | +15.2% | -26.1% | -13.4% |
| 6M | -38.4% | +3.7% | -42.1% | -39.0% |
| YTD | -54.8% | +22.5% | -77.3% | -56.7% |
| 1Y | -59.0% | +35.3% | -94.3% | -61.6% |
| 3Y | -20.0% | +50.2% | -70.2% | -27.4% |
| All | -2.5% | +61.2% | -63.7% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling