-53.6%
BSX vs EXPE
+48.9%
-102.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.5% | -5.2% | +4.1% |
| 7D | +8.0% | +14.6% | -6.7% | +6.4% |
| 30D | +8.1% | +21.4% | -13.3% | +6.1% |
| 3M | -6.7% | +1.4% | -8.0% | -7.4% |
| 6M | -19.4% | +28.6% | -48.0% | -20.8% |
| YTD | -51.9% | +12.1% | -64.1% | -52.9% |
| 1Y | -53.6% | +50.0% | -103.7% | -56.1% |
| All | -53.6% | +48.9% | -102.6% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling