+222.9%
EWY vs BSX
-20.5%
+243.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.3% |
| 7D | -0.1% | -10.1% | +10.0% | +1.2% |
| 30D | +7.3% | -16.4% | +23.7% | +9.5% |
| 3M | -5.1% | -8.9% | +3.7% | -3.9% |
| 6M | +42.1% | -38.3% | +80.3% | +56.5% |
| YTD | +94.1% | -54.9% | +149.0% | +130.3% |
| 1Y | +147.8% | -58.8% | +206.6% | +201.6% |
| 3Y | +222.9% | -21.2% | +244.1% | +233.5% |
| All | +222.9% | -20.5% | +243.4% | +233.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling