-21.2%
BSX vs CAH
+176.8%
-198.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -10.1% | -5.1% | -5.0% | -8.6% |
| 30D | -16.4% | +0.2% | -16.6% | -16.4% |
| 3M | -8.9% | +6.3% | -15.2% | -10.4% |
| 6M | -38.3% | +9.4% | -47.7% | -39.9% |
| YTD | -54.9% | +15.0% | -69.9% | -56.6% |
| 1Y | -58.8% | +55.4% | -114.3% | -63.4% |
| 3Y | -21.2% | +173.8% | -195.0% | -39.8% |
| All | -21.2% | +176.8% | -198.0% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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