-11.3%
BSX vs CB
+74.3%
-85.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.1% |
| 7D | +2.0% | +0.5% | +1.6% | +2.0% |
| 30D | +0.1% | -3.1% | +3.2% | +0.6% |
| 3M | -2.1% | +9.0% | -11.1% | -3.3% |
| 6M | -33.8% | +2.9% | -36.7% | -34.1% |
| YTD | -49.9% | +10.1% | -60.0% | -50.4% |
| 1Y | -55.4% | +22.8% | -78.2% | -57.0% |
| All | -11.3% | +74.3% | -85.6% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling