+898.5%
BSX vs EXPD
+23,444.9%
-22,546.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -2.0% | -3.7% |
| 7D | +1.8% | -7.2% | +9.0% | +3.7% |
| 30D | +2.8% | -3.3% | +6.1% | +3.6% |
| 3M | -13.3% | +3.4% | -16.7% | -14.2% |
| 6M | -23.7% | +22.7% | -46.4% | -27.9% |
| YTD | -55.2% | +24.5% | -79.7% | -58.3% |
| 1Y | -56.8% | +38.6% | -95.5% | -61.0% |
| 3Y | -19.0% | +71.5% | -90.6% | -32.0% |
| 5Y | -0.9% | +56.2% | -57.2% | -16.0% |
| 10Y | +98.3% | +310.5% | -212.2% | +29.8% |
| All | +898.5% | +23,444.9% | -22,546.4% | +230.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling