+81.0%
BSX vs CAG
-36.2%
+117.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -10.1% | -5.7% | -4.4% | -9.2% |
| 30D | -16.4% | -2.4% | -14.0% | -16.1% |
| 3M | -8.9% | +9.8% | -18.7% | -10.3% |
| 6M | -38.3% | -10.8% | -27.4% | -37.3% |
| YTD | -54.9% | -10.8% | -44.1% | -54.4% |
| 1Y | -58.8% | -19.0% | -39.9% | -57.7% |
| 3Y | -21.2% | -39.7% | +18.5% | -15.6% |
| 5Y | -3.3% | -43.0% | +39.7% | +4.3% |
| All | +81.0% | -36.2% | +117.1% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling