-1.4%
BSX vs EXPD
+55.6%
-57.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -2.0% | -3.9% |
| 7D | +1.8% | -7.2% | +9.0% | +2.8% |
| 30D | +2.8% | -3.3% | +6.1% | +3.2% |
| 3M | -13.3% | +3.4% | -16.7% | -13.8% |
| 6M | -23.7% | +22.7% | -46.4% | -26.0% |
| YTD | -55.2% | +24.5% | -79.7% | -57.0% |
| 1Y | -56.8% | +38.6% | -95.5% | -59.5% |
| 3Y | -19.0% | +71.5% | -90.6% | -28.9% |
| All | -1.4% | +55.6% | -57.0% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling