-17.0%
BSX vs CART
+39.2%
-56.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.9% |
| 7D | -0.7% | +1.5% | -2.2% | -0.8% |
| 30D | +3.0% | +22.4% | -19.4% | +1.3% |
| 3M | -10.7% | +16.5% | -27.3% | -11.9% |
| 6M | -18.4% | +44.9% | -63.3% | -20.9% |
| YTD | -53.8% | +30.0% | -83.8% | -54.9% |
| 1Y | -56.0% | +59.1% | -115.1% | -57.9% |
| 3Y | -14.4% | +138.8% | -153.2% | -22.2% |
| All | -17.0% | +39.2% | -56.2% | -21.4% |
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