+52.0%
BSX vs CARR
+421.5%
-369.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -10.1% | -3.8% | -6.3% | -9.4% |
| 30D | -16.4% | -8.9% | -7.5% | -14.8% |
| 3M | -8.9% | -17.3% | +8.4% | -5.6% |
| 6M | -38.3% | -1.4% | -36.9% | -38.9% |
| YTD | -54.9% | +10.0% | -64.9% | -56.8% |
| 1Y | -58.8% | -6.4% | -52.5% | -59.0% |
| 3Y | -21.2% | +1.5% | -22.8% | -24.9% |
| 5Y | -3.3% | +9.3% | -12.6% | -12.3% |
| All | +52.0% | +421.5% | -369.5% | -0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling