+52.5%
BSX vs CARR
+414.1%
-361.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.9% | -3.7% |
| 7D | -8.2% | -4.1% | -4.1% | -7.4% |
| 30D | -15.8% | -11.0% | -4.8% | -13.8% |
| 3M | -10.8% | -16.4% | +5.5% | -7.9% |
| 6M | -38.4% | -2.4% | -36.0% | -38.9% |
| YTD | -54.8% | +8.4% | -63.2% | -56.5% |
| 1Y | -59.0% | -8.0% | -51.1% | -59.1% |
| 3Y | -20.0% | +0.6% | -20.6% | -23.6% |
| 5Y | -3.1% | +7.7% | -10.8% | -11.8% |
| All | +52.5% | +414.1% | -361.6% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling