+1,196.3%
BSX vs CB
+6,559.4%
-5,363.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.5% |
| 7D | +2.0% | +0.5% | +1.6% | +1.8% |
| 30D | +0.1% | -3.1% | +3.2% | +1.1% |
| 3M | -2.1% | +9.0% | -11.1% | -5.2% |
| 6M | -33.8% | +2.9% | -36.7% | -34.6% |
| YTD | -49.9% | +10.1% | -60.0% | -51.8% |
| 1Y | -55.4% | +22.8% | -78.2% | -58.8% |
| 3Y | -10.9% | +73.8% | -84.7% | -27.6% |
| 5Y | +6.4% | +99.2% | -92.8% | -18.2% |
| 10Y | +97.0% | +218.2% | -121.2% | +27.5% |
| All | +1,196.3% | +6,559.4% | -5,363.2% | +342.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling