+83.7%
BSX vs EXPD
+308.0%
-224.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.4% | -5.4% |
| 7D | -6.4% | -0.9% | -5.5% | -6.2% |
| 30D | -8.8% | +4.1% | -12.8% | -9.9% |
| 3M | -7.6% | +13.8% | -21.4% | -11.5% |
| 6M | -37.0% | +27.3% | -64.2% | -42.0% |
| YTD | -52.8% | +25.4% | -78.3% | -56.9% |
| 1Y | -58.4% | +54.4% | -112.8% | -65.0% |
| 3Y | -16.5% | +67.9% | -84.4% | -33.9% |
| 5Y | -1.2% | +59.2% | -60.3% | -22.3% |
| 10Y | +83.7% | +308.6% | -224.8% | -6.5% |
| All | +83.7% | +308.0% | -224.3% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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