+179.2%
BSX vs CAPR
-99.1%
+278.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.8% |
| 7D | +2.0% | -2.0% | +4.0% | +2.1% |
| 30D | +0.1% | +139.2% | -139.1% | -1.0% |
| 3M | -2.1% | -66.4% | +64.2% | -1.8% |
| 6M | -33.8% | -63.1% | +29.3% | -33.6% |
| YTD | -49.9% | -67.4% | +17.6% | -49.7% |
| 1Y | -55.4% | +58.2% | -113.7% | -57.2% |
| 3Y | -10.9% | +42.2% | -53.1% | -15.9% |
| 5Y | +6.4% | +87.3% | -80.8% | -0.8% |
| 10Y | +97.0% | -75.3% | +172.3% | +76.3% |
| All | +179.2% | -99.1% | +278.3% | +138.3% |
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