-2.8%
BSX vs EXE
+97.7%
-100.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% |
| All | -2.8% | +97.7% | -100.5% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling