+1,016.5%
BSX vs EXC
+1,763.6%
-747.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.2% |
| 7D | +2.0% | +0.3% | +1.8% | +1.9% |
| 30D | +0.1% | -3.7% | +3.9% | +1.3% |
| 3M | -2.1% | -1.3% | -0.9% | -1.9% |
| 6M | -33.8% | -9.7% | -24.1% | -31.7% |
| YTD | -49.9% | +2.9% | -52.8% | -50.6% |
| 1Y | -55.4% | +4.4% | -59.8% | -56.4% |
| 3Y | -10.9% | +22.2% | -33.1% | -18.6% |
| 5Y | +6.4% | +46.7% | -40.3% | -10.0% |
| 10Y | +97.0% | +155.3% | -58.3% | +36.3% |
| All | +1,016.5% | +1,763.6% | -747.1% | +446.4% |
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