+950.6%
BSX vs CAG
+392.0%
+558.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.5% |
| 7D | -6.4% | -5.3% | -1.2% | -5.1% |
| 30D | -8.8% | +1.0% | -9.8% | -9.1% |
| 3M | -7.6% | +17.4% | -25.0% | -11.8% |
| 6M | -37.0% | -16.8% | -20.2% | -34.2% |
| YTD | -52.8% | -6.8% | -46.0% | -52.5% |
| 1Y | -58.4% | -15.4% | -43.0% | -57.1% |
| 3Y | -16.5% | -37.1% | +20.6% | -8.2% |
| 5Y | -1.2% | -41.3% | +40.1% | +9.9% |
| 10Y | +83.7% | -35.5% | +119.2% | +88.0% |
| All | +950.6% | +392.0% | +558.7% | +455.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling