-1.0%
BSX vs EXR
-13.9%
+12.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.5% |
| 7D | -7.0% | -3.1% | -4.0% | -6.4% |
| 30D | -10.9% | -7.5% | -3.4% | -9.3% |
| 3M | -8.2% | -7.5% | -0.7% | -6.5% |
| 6M | -37.5% | -5.2% | -32.3% | -36.8% |
| YTD | -52.8% | +6.5% | -59.4% | -53.8% |
| 1Y | -58.4% | -2.0% | -56.4% | -58.4% |
| 3Y | -16.5% | +21.5% | -38.1% | -22.7% |
| 5Y | -1.0% | -11.5% | +10.5% | +2.6% |
| All | -1.0% | -13.9% | +12.9% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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