+91.2%
BSX vs CAPR
-77.3%
+168.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | 0.0% |
| 7D | -7.0% | -12.6% | +5.6% | -6.9% |
| 30D | -10.9% | +124.4% | -135.3% | -11.7% |
| 3M | -8.2% | -66.8% | +58.6% | -7.8% |
| 6M | -37.5% | -71.8% | +34.3% | -37.2% |
| YTD | -52.8% | -70.1% | +17.2% | -52.7% |
| 1Y | -58.4% | +33.3% | -91.7% | -59.9% |
| 3Y | -16.5% | +36.7% | -53.2% | -21.6% |
| 5Y | -1.0% | +72.5% | -73.4% | -8.3% |
| 10Y | +91.2% | -77.3% | +168.5% | +69.5% |
| All | +91.2% | -77.3% | +168.5% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling