+950.2%
BSX vs CAH
+7,817.7%
-6,867.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -7.0% | -2.2% | -4.8% | -6.3% |
| 30D | -10.9% | +1.2% | -12.1% | -11.3% |
| 3M | -8.2% | +13.1% | -21.3% | -12.1% |
| 6M | -37.5% | +8.5% | -45.9% | -39.4% |
| YTD | -52.8% | +17.6% | -70.5% | -55.6% |
| 1Y | -58.4% | +60.7% | -119.1% | -65.1% |
| 3Y | -16.5% | +183.2% | -199.7% | -43.2% |
| 5Y | -1.0% | +402.2% | -403.2% | -45.5% |
| 10Y | +91.2% | +302.3% | -211.1% | +6.0% |
| All | +950.2% | +7,817.7% | -6,867.5% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling