+158.2%
BSX vs CAPR
-99.0%
+257.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.7% | +6.7% | -2.0% |
| 7D | -1.0% | +19.1% | -20.1% | -1.2% |
| 30D | +2.1% | +48.8% | -46.8% | +1.5% |
| 3M | -14.0% | +144.4% | -158.4% | -15.1% |
| 6M | -18.3% | -67.5% | +49.2% | -18.1% |
| YTD | -53.6% | -64.5% | +10.9% | -53.6% |
| 1Y | -57.6% | +74.4% | -132.0% | -59.3% |
| 3Y | -14.3% | +265.7% | -280.0% | -20.2% |
| 5Y | +5.1% | +196.0% | -190.9% | -2.8% |
| 10Y | +105.6% | -62.4% | +167.9% | +82.9% |
| All | +158.2% | -99.0% | +257.2% | +119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling