+40.3%
EWY vs BSX
-39.6%
+79.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.1% | -4.5% |
| 7D | +1.2% | -8.2% | +9.4% | +0.5% |
| 30D | +9.3% | -15.8% | +25.1% | +7.5% |
| 3M | +2.4% | -10.8% | +13.3% | +4.4% |
| 6M | +40.3% | -38.4% | +78.7% | +61.4% |
| All | +40.3% | -39.6% | +79.9% | +61.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling