+91.2%
BSX vs CASY
+468.0%
-376.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.2% | +14.2% | +3.9% |
| 7D | -7.0% | -16.5% | +9.5% | -2.6% |
| 30D | -10.9% | -26.4% | +15.5% | -3.4% |
| 3M | -8.2% | -17.3% | +9.1% | -4.7% |
| 6M | -37.5% | -5.2% | -32.3% | -38.1% |
| YTD | -52.8% | +14.1% | -66.9% | -56.1% |
| 1Y | -58.4% | +16.6% | -75.0% | -61.7% |
| 3Y | -16.5% | +163.7% | -180.2% | -43.7% |
| 5Y | -1.0% | +231.3% | -232.3% | -39.8% |
| 10Y | +91.2% | +462.9% | -371.7% | -3.3% |
| All | +91.2% | +468.0% | -376.8% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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