+7.6%
BSX vs CAPR
+219.7%
-212.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +26.5% | -25.5% | +0.8% |
| 7D | -1.5% | +25.8% | -27.3% | -1.6% |
| 30D | +2.9% | +50.2% | -47.3% | +2.7% |
| 3M | -11.8% | +185.5% | -197.3% | -12.3% |
| 6M | -15.4% | -64.8% | +49.4% | -15.4% |
| YTD | -52.7% | -61.1% | +8.5% | -52.7% |
| 1Y | -56.0% | +81.0% | -136.9% | -56.6% |
| 3Y | -12.5% | +300.7% | -313.2% | -20.0% |
| 5Y | +7.6% | +223.3% | -215.8% | -4.6% |
| All | +7.6% | +219.7% | -212.1% | -4.6% |
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