-55.4%
BSX vs CAG
-13.1%
-42.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | +2.0% | -3.8% | +5.8% | +2.3% |
| 30D | +0.1% | +3.1% | -3.0% | 0.0% |
| 3M | -2.1% | +23.5% | -25.6% | -2.5% |
| 6M | -33.8% | -14.8% | -19.0% | -35.3% |
| YTD | -49.9% | -5.4% | -44.4% | -51.7% |
| 1Y | -55.4% | -11.8% | -43.6% | -56.8% |
| All | -55.4% | -13.1% | -42.4% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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