+101.6%
BSX vs EXPD
+334.2%
-232.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +2.1% |
| 7D | -0.7% | -5.5% | +4.8% | +1.0% |
| 30D | +3.0% | -1.9% | +4.9% | +3.6% |
| 3M | -10.7% | +6.1% | -16.8% | -12.5% |
| 6M | -18.4% | +21.6% | -40.0% | -23.6% |
| YTD | -53.8% | +27.9% | -81.7% | -58.2% |
| 1Y | -56.0% | +39.4% | -95.4% | -61.4% |
| 3Y | -14.4% | +72.7% | -87.1% | -32.9% |
| 5Y | +2.9% | +60.3% | -57.4% | -18.8% |
| 10Y | +101.6% | +332.6% | -231.0% | +8.7% |
| All | +101.6% | +334.2% | -232.6% | +8.7% |
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