-1.2%
BSX vs CAPR
+87.6%
-88.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.6% | -2.3% | -5.9% |
| 7D | -6.4% | -9.5% | +3.0% | -6.4% |
| 30D | -8.8% | +121.5% | -130.3% | -9.1% |
| 3M | -7.6% | -65.4% | +57.7% | -7.6% |
| 6M | -37.0% | -67.5% | +30.6% | -36.9% |
| YTD | -52.8% | -68.6% | +15.8% | -52.8% |
| 1Y | -58.4% | +42.7% | -101.1% | -59.0% |
| 3Y | -16.5% | +43.4% | -59.9% | -21.2% |
| 5Y | -1.2% | +86.0% | -87.2% | -11.6% |
| All | -1.2% | +87.6% | -88.7% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling