+15.8%
BSX vs EXE
+192.2%
-176.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -5.9% |
| 7D | -6.4% | -1.8% | -4.7% | -6.2% |
| 30D | -8.8% | +6.4% | -15.2% | -9.7% |
| 3M | -7.6% | +9.2% | -16.9% | -9.1% |
| 6M | -37.0% | -7.0% | -30.0% | -36.4% |
| YTD | -52.8% | -9.5% | -43.4% | -52.3% |
| 1Y | -58.4% | +6.2% | -64.6% | -59.0% |
| 3Y | -16.5% | +20.7% | -37.2% | -19.4% |
| 5Y | -1.2% | +103.6% | -104.8% | -11.8% |
| All | +15.8% | +192.2% | -176.4% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling