+253.7%
BSX vs EWZ
+446.7%
-193.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.0% | -7.9% | -6.5% |
| 7D | -6.4% | +5.6% | -12.0% | -8.0% |
| 30D | -8.8% | +9.3% | -18.0% | -11.2% |
| 3M | -7.6% | +15.7% | -23.3% | -11.8% |
| 6M | -37.0% | +7.4% | -44.4% | -38.6% |
| YTD | -52.8% | +22.7% | -75.5% | -55.9% |
| 1Y | -58.4% | +36.4% | -94.8% | -62.4% |
| 3Y | -16.5% | +50.4% | -66.9% | -27.6% |
| 5Y | -1.2% | +67.6% | -68.8% | -19.4% |
| 10Y | +83.7% | +84.1% | -0.3% | +34.1% |
| All | +253.7% | +446.7% | -193.1% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling