-2.8%
BSX vs CARR
+8.3%
-11.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.9% |
| 3M | -8.9% | -17.3% | +8.4% | -5.8% |
| 6M | -38.3% | -1.4% | -36.9% | -39.0% |
| YTD | -54.9% | +10.0% | -64.9% | -57.0% |
| 1Y | -58.8% | -6.4% | -52.5% | -59.1% |
| 3Y | -21.2% | +1.5% | -22.8% | -25.7% |
| All | -2.8% | +8.3% | -11.1% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling