-55.4%
BSX vs CAI
-31.3%
-24.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | +2.0% | -2.2% | +4.2% | +2.3% |
| 30D | +0.1% | +52.4% | -52.3% | -5.3% |
| 3M | -2.1% | +45.1% | -47.2% | -7.2% |
| 6M | -33.8% | +26.2% | -60.0% | -36.7% |
| YTD | -49.9% | -7.1% | -42.8% | -51.1% |
| 1Y | -55.4% | -31.0% | -24.4% | -57.7% |
| All | -55.4% | -31.3% | -24.2% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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