-15.4%
BSX vs CAPR
-63.0%
+47.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +26.5% | -25.5% | +0.6% |
| 7D | -1.5% | +25.8% | -27.3% | -1.8% |
| 30D | +2.9% | +50.2% | -47.3% | +2.3% |
| 3M | -11.8% | +185.5% | -197.3% | -11.1% |
| 6M | -15.4% | -64.8% | +49.4% | -20.8% |
| All | -15.4% | -63.0% | +47.5% | -20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling