-16.5%
BSX vs CASY
+209.8%
-226.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.0% | -2.9% | -5.6% |
| 7D | -6.4% | -4.4% | -2.1% | -6.0% |
| 30D | -8.8% | -12.0% | +3.3% | -7.6% |
| 3M | -7.6% | -2.3% | -5.3% | -7.8% |
| 6M | -37.0% | +10.5% | -47.5% | -38.2% |
| YTD | -52.8% | +33.0% | -85.9% | -55.1% |
| 1Y | -58.4% | +41.1% | -99.5% | -60.9% |
| 3Y | -16.5% | +207.5% | -224.0% | -25.7% |
| All | -16.5% | +209.8% | -226.3% | -25.7% |
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