-55.4%
BSX vs CARR
-3.6%
-51.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.9% |
| 7D | +2.0% | +1.6% | +0.5% | +2.1% |
| 30D | +0.1% | -8.7% | +8.9% | -0.3% |
| 3M | -2.1% | -12.6% | +10.4% | -2.9% |
| 6M | -33.8% | -1.5% | -32.3% | -33.9% |
| YTD | -49.9% | +14.3% | -64.2% | -50.3% |
| 1Y | -55.4% | -4.6% | -50.9% | -55.9% |
| All | -55.4% | -3.6% | -51.9% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling