-13.3%
BSX vs CASY
+156.4%
-169.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | +2.8% | +5.0% | -2.2% | +2.2% |
| 30D | +4.6% | +8.2% | -3.6% | +3.7% |
| 3M | -11.4% | -18.2% | +6.8% | -9.6% |
| 6M | -17.1% | -18.6% | +1.5% | -15.4% |
| YTD | -53.1% | +26.8% | -79.9% | -55.4% |
| 1Y | -55.7% | +31.6% | -87.3% | -58.2% |
| 3Y | -13.3% | +156.5% | -169.8% | -25.9% |
| All | -13.3% | +156.4% | -169.7% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling