-17.6%
BSX vs EXPE
+151.3%
-168.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.9% | +2.0% | -5.1% |
| 7D | -6.4% | -9.8% | +3.3% | -5.4% |
| 30D | -8.8% | -11.5% | +2.7% | -7.7% |
| 3M | -7.6% | +21.7% | -29.3% | -9.5% |
| 6M | -37.0% | +10.4% | -47.3% | -37.8% |
| YTD | -52.8% | -2.5% | -50.3% | -53.0% |
| 1Y | -58.4% | +27.3% | -85.7% | -60.0% |
| All | -17.6% | +151.3% | -168.8% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling