+46.0%
BSX vs EXR
+2,662.2%
-2,616.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | +2.0% | -2.6% | +4.6% | +2.9% |
| 30D | +0.1% | -7.2% | +7.3% | +2.6% |
| 3M | -2.1% | -3.5% | +1.4% | -1.0% |
| 6M | -33.8% | -5.3% | -28.5% | -32.8% |
| YTD | -49.9% | +9.4% | -59.2% | -51.7% |
| 1Y | -55.4% | +1.3% | -56.8% | -56.1% |
| 3Y | -10.9% | +22.4% | -33.3% | -19.9% |
| 5Y | +6.4% | -12.2% | +18.6% | +4.9% |
| 10Y | +97.0% | +148.6% | -51.5% | +29.9% |
| All | +46.0% | +2,662.2% | -2,616.3% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling