-20.2%
BSX vs CAVA
+28.6%
-48.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -3.9% |
| 7D | -8.2% | -12.4% | +4.2% | -7.6% |
| 30D | -15.8% | -11.2% | -4.6% | -15.3% |
| 3M | -10.8% | -33.8% | +23.0% | -9.2% |
| 6M | -38.4% | -32.5% | -5.9% | -37.4% |
| YTD | -54.8% | -8.0% | -46.8% | -55.2% |
| 1Y | -59.0% | -17.1% | -41.9% | -59.2% |
| 3Y | -20.0% | +37.8% | -57.8% | -21.8% |
| All | -20.2% | +28.6% | -48.7% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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