+109.9%
BSX vs CASY
+565.2%
-455.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.3% | +0.3% |
| 7D | -1.5% | +5.8% | -7.3% | -3.1% |
| 30D | +2.9% | +10.7% | -7.8% | +0.1% |
| 3M | -11.8% | -13.9% | +2.0% | -8.6% |
| 6M | -15.4% | -18.4% | +3.0% | -11.7% |
| YTD | -52.7% | +29.6% | -82.3% | -57.5% |
| 1Y | -56.0% | +32.8% | -88.8% | -60.9% |
| 3Y | -12.5% | +162.3% | -174.7% | -39.8% |
| 5Y | +7.6% | +265.0% | -257.5% | -35.9% |
| 10Y | +109.9% | +555.4% | -445.4% | +2.8% |
| All | +109.9% | +565.2% | -455.3% | +2.8% |
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