+954.1%
BSX vs EXC
+1,847.7%
-893.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.5% | -1.4% | -0.1% | -1.0% |
| 30D | +2.9% | +8.3% | -5.3% | +0.1% |
| 3M | -11.8% | +2.6% | -14.5% | -12.7% |
| 6M | -15.4% | +5.2% | -20.6% | -17.1% |
| YTD | -52.7% | +7.5% | -60.2% | -54.1% |
| 1Y | -56.0% | +3.2% | -59.1% | -56.7% |
| 3Y | -12.5% | +29.5% | -42.0% | -21.6% |
| 5Y | +7.6% | +39.7% | -32.1% | -7.4% |
| 10Y | +109.9% | +200.1% | -90.2% | +37.8% |
| All | +954.1% | +1,847.7% | -893.6% | +407.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling