+62.4%
EWY vs BSX
-53.7%
+116.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.3% | -7.2% | -1.5% |
| 7D | -8.3% | +8.0% | -16.3% | -7.8% |
| 30D | -20.5% | +8.1% | -28.6% | -20.2% |
| 3M | -11.1% | -6.7% | -4.5% | -10.7% |
| 6M | -7.0% | -19.4% | +12.4% | -2.9% |
| YTD | +56.5% | -51.9% | +108.4% | +77.8% |
| 1Y | +62.4% | -53.6% | +116.1% | +85.2% |
| All | +62.4% | -53.7% | +116.1% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 1y: compounded portfolio wealth divided by compounded BSX 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…
1y analysis · Full analysis span regression · 6 months rolling