+81.5%
BSX vs EXPE
+165.2%
-83.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.5% |
| 7D | -8.2% | -8.7% | +0.5% | -6.4% |
| 30D | -15.8% | -13.6% | -2.2% | -13.2% |
| 3M | -10.8% | +26.6% | -37.5% | -15.8% |
| 6M | -38.4% | +19.9% | -58.3% | -41.5% |
| YTD | -54.8% | -1.7% | -53.1% | -55.6% |
| 1Y | -59.0% | +29.4% | -88.5% | -62.6% |
| 3Y | -20.0% | +155.7% | -175.7% | -41.2% |
| 5Y | -3.1% | +93.1% | -96.1% | -27.2% |
| All | +81.5% | +165.2% | -83.7% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling