+104.3%
BSX vs CB
+246.9%
-142.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | 0.0% | +0.9% |
| 7D | +2.8% | +0.7% | +2.1% | +2.5% |
| 30D | +4.6% | +8.2% | -3.6% | +1.2% |
| 3M | -11.4% | +6.3% | -17.7% | -13.8% |
| 6M | -17.1% | +16.2% | -33.3% | -22.6% |
| YTD | -53.1% | +19.3% | -72.5% | -57.1% |
| 1Y | -55.7% | +29.2% | -84.9% | -60.9% |
| 3Y | -13.3% | +71.4% | -84.7% | -34.6% |
| 5Y | +5.3% | +104.2% | -98.9% | -28.7% |
| 10Y | +104.3% | +246.7% | -142.4% | +6.4% |
| All | +104.3% | +246.9% | -142.6% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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