+57.3%
BSX vs EXPE
+723.5%
-666.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +3.7% | -0.5% | +4.2% | +3.8% |
| 30D | +3.1% | -6.1% | +9.2% | +4.3% |
| 3M | -14.2% | -21.3% | +7.1% | -10.0% |
| 6M | -16.4% | +19.0% | -35.4% | -20.5% |
| YTD | -53.5% | -8.4% | -45.1% | -53.8% |
| 1Y | -57.8% | -2.8% | -55.0% | -58.7% |
| 3Y | -17.4% | +120.8% | -138.2% | -36.1% |
| 5Y | +5.4% | +46.2% | -40.8% | -14.1% |
| 10Y | +106.2% | +123.8% | -17.6% | +38.9% |
| All | +57.3% | +723.5% | -666.2% | -46.3% |
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