+10.6%
BSX vs EXE
+182.2%
-171.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | -10.1% | -3.1% | -6.9% | -9.6% |
| 30D | -16.4% | -0.9% | -15.5% | -16.3% |
| 3M | -8.9% | +9.6% | -18.4% | -10.4% |
| 6M | -38.3% | -11.6% | -26.7% | -37.2% |
| YTD | -54.9% | -12.6% | -42.4% | -54.1% |
| 1Y | -58.8% | +1.2% | -60.0% | -59.1% |
| 3Y | -21.2% | +18.0% | -39.3% | -23.7% |
| 5Y | -3.3% | +101.1% | -104.4% | -13.6% |
| All | +10.6% | +182.2% | -171.6% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling