-19.4%
BSX vs CART
+38.4%
-57.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.3% |
| 7D | +1.8% | +3.0% | -1.1% | +1.6% |
| 30D | +2.8% | +28.6% | -25.7% | +0.7% |
| 3M | -13.3% | +29.1% | -42.4% | -15.1% |
| 6M | -23.7% | +44.7% | -68.4% | -26.0% |
| YTD | -55.2% | +29.2% | -84.4% | -56.2% |
| 1Y | -56.8% | +66.2% | -123.0% | -58.9% |
| 3Y | -19.0% | +112.8% | -131.9% | -25.4% |
| All | -19.4% | +38.4% | -57.8% | -23.6% |
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