+7.3%
BSX vs EXPE
+46.0%
-38.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +3.7% | -0.5% | +4.2% | +3.8% |
| 30D | +3.1% | -6.1% | +9.2% | +4.0% |
| 3M | -14.2% | -21.3% | +7.1% | -11.5% |
| 6M | -16.4% | +19.0% | -35.4% | -18.8% |
| YTD | -53.5% | -8.4% | -45.1% | -53.5% |
| 1Y | -57.8% | -2.8% | -55.0% | -58.2% |
| 3Y | -17.4% | +120.8% | -138.2% | -30.6% |
| All | +7.3% | +46.0% | -38.7% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling