-16.7%
BSX vs CART
+39.2%
-55.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -1.0% | +1.2% | -2.2% | -1.1% |
| 30D | +2.1% | +17.8% | -15.7% | +0.7% |
| 3M | -14.0% | +20.7% | -34.7% | -15.4% |
| 6M | -18.3% | +49.7% | -68.0% | -21.0% |
| YTD | -53.6% | +30.0% | -83.7% | -54.7% |
| 1Y | -57.6% | +48.4% | -105.9% | -59.1% |
| 3Y | -14.3% | +132.0% | -146.2% | -21.8% |
| All | -16.7% | +39.2% | -55.9% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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