-9.9%
BSX vs CART
+21.6%
-31.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.9% |
| 7D | +2.0% | +1.0% | +1.0% | +2.0% |
| 30D | +0.1% | +12.6% | -12.5% | -0.9% |
| 3M | -2.1% | +23.1% | -25.3% | -3.8% |
| 6M | -33.8% | +39.5% | -73.3% | -35.7% |
| YTD | -49.9% | +13.5% | -63.4% | -50.4% |
| 1Y | -55.4% | +14.9% | -70.3% | -56.1% |
| All | -9.9% | +21.6% | -31.5% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling