-56.0%
BSX vs CART
+54.8%
-110.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -1.5% | -0.6% | -0.9% | -1.5% |
| 30D | +2.9% | +23.1% | -20.1% | +2.1% |
| 3M | -11.8% | +19.2% | -31.0% | -12.4% |
| 6M | -15.4% | +45.7% | -61.1% | -15.8% |
| YTD | -52.7% | +30.9% | -83.5% | -52.2% |
| 1Y | -56.0% | +50.2% | -106.1% | -56.0% |
| All | -56.0% | +54.8% | -110.7% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling