-16.4%
BSX vs CART
+40.2%
-56.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +3.7% | +1.3% | +2.4% | +3.6% |
| 30D | +3.1% | +19.2% | -16.1% | +1.6% |
| 3M | -14.2% | +17.6% | -31.8% | -15.4% |
| 6M | -16.4% | +47.4% | -63.8% | -19.1% |
| YTD | -53.5% | +30.9% | -84.4% | -54.6% |
| 1Y | -57.8% | +46.0% | -103.7% | -59.2% |
| 3Y | -17.4% | +130.3% | -147.8% | -24.6% |
| All | -16.4% | +40.2% | -56.6% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling