-1.0%
BSX vs EXC
+46.0%
-47.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -7.0% | +0.3% | -7.4% | -7.2% |
| 30D | -10.9% | -0.9% | -10.0% | -10.8% |
| 3M | -8.2% | -2.7% | -5.5% | -7.6% |
| 6M | -37.5% | -9.4% | -28.1% | -36.1% |
| YTD | -52.8% | +3.0% | -55.9% | -53.4% |
| 1Y | -58.4% | +5.1% | -63.5% | -59.1% |
| 3Y | -16.5% | +20.6% | -37.1% | -21.3% |
| 5Y | -1.0% | +45.7% | -46.7% | -12.5% |
| All | -1.0% | +46.0% | -47.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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