-53.6%
BSX vs CBOE
+39.5%
-93.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.1% | +5.3% |
| 7D | +8.0% | +7.7% | +0.3% | +7.9% |
| 30D | +8.1% | +24.4% | -16.3% | +8.0% |
| 3M | -6.7% | +20.0% | -26.7% | -6.8% |
| 6M | -19.4% | +2.4% | -21.8% | -20.5% |
| YTD | -51.9% | +38.5% | -90.5% | -52.1% |
| 1Y | -53.6% | +39.0% | -92.6% | -54.2% |
| All | -53.6% | +39.5% | -93.1% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling