-57.5%
BSX vs CAI
-11.0%
-46.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.1% |
| 7D | -8.2% | -5.1% | -3.1% | -7.7% |
| 30D | -15.8% | +3.9% | -19.7% | -16.2% |
| 3M | -10.8% | +40.1% | -50.9% | -14.6% |
| 6M | -38.4% | +29.7% | -68.1% | -40.9% |
| YTD | -54.8% | -10.9% | -43.9% | -55.6% |
| 1Y | -59.0% | -28.0% | -31.0% | -59.7% |
| All | -57.5% | -11.0% | -46.5% | -58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling