+635.8%
BSX vs CBOE
+1,020.3%
-384.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -7.0% | -0.8% | -6.3% | -6.8% |
| 30D | -10.9% | +2.7% | -13.6% | -11.8% |
| 3M | -8.2% | +0.7% | -8.9% | -9.1% |
| 6M | -37.5% | -2.0% | -35.5% | -38.2% |
| YTD | -52.8% | +17.1% | -70.0% | -56.0% |
| 1Y | -58.4% | +26.5% | -84.9% | -62.2% |
| 3Y | -16.5% | +96.1% | -112.7% | -35.4% |
| 5Y | -1.0% | +149.3% | -150.3% | -30.1% |
| 10Y | +91.2% | +386.5% | -295.3% | +6.3% |
| All | +635.8% | +1,020.3% | -384.5% | +185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling