+69.6%
BSX vs EXPE
+851.4%
-781.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.2% |
| 7D | +2.0% | -9.5% | +11.6% | +4.3% |
| 30D | +0.1% | -6.6% | +6.8% | +1.5% |
| 3M | -2.1% | +31.4% | -33.5% | -8.5% |
| 6M | -33.8% | +35.2% | -69.0% | -38.9% |
| YTD | -49.9% | +5.8% | -55.7% | -51.6% |
| 1Y | -55.4% | +38.7% | -94.1% | -59.9% |
| 3Y | -10.9% | +175.8% | -186.6% | -34.7% |
| 5Y | +6.4% | +111.8% | -105.4% | -20.8% |
| 10Y | +97.0% | +179.7% | -82.7% | +26.5% |
| All | +69.6% | +851.4% | -781.9% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling