-2.8%
BSX vs CBOE
+136.7%
-139.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | 0.0% |
| 7D | -10.1% | -5.8% | -4.3% | -9.3% |
| 30D | -16.4% | -3.1% | -13.3% | -16.2% |
| 3M | -8.9% | -4.8% | -4.1% | -8.6% |
| 6M | -38.3% | -0.6% | -37.7% | -39.0% |
| YTD | -54.9% | +12.8% | -67.7% | -56.8% |
| 1Y | -58.8% | +19.8% | -78.6% | -61.1% |
| 3Y | -21.2% | +86.9% | -108.2% | -36.5% |
| All | -2.8% | +136.7% | -139.4% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling