+1,016.5%
BSX vs EXPD
+23,979.3%
-22,962.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.6% |
| 7D | +2.0% | -1.1% | +3.2% | +2.3% |
| 30D | +0.1% | +4.1% | -3.9% | -1.0% |
| 3M | -2.1% | +17.9% | -20.1% | -6.4% |
| 6M | -33.8% | +29.2% | -63.0% | -38.4% |
| YTD | -49.9% | +27.4% | -77.2% | -53.6% |
| 1Y | -55.4% | +56.8% | -112.3% | -61.1% |
| 3Y | -10.9% | +68.0% | -78.9% | -24.6% |
| 5Y | +6.4% | +61.9% | -55.5% | -10.7% |
| 10Y | +97.0% | +316.0% | -219.0% | +28.7% |
| All | +1,016.5% | +23,979.3% | -22,962.8% | +267.5% |
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 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