-17.6%
BSX vs CBRE
+66.2%
-83.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.8% | -2.1% | -5.1% |
| 7D | -6.4% | -1.5% | -4.9% | -6.2% |
| 30D | -8.8% | -4.0% | -4.8% | -8.0% |
| 3M | -7.6% | +8.0% | -15.6% | -9.1% |
| 6M | -37.0% | +4.0% | -40.9% | -37.5% |
| YTD | -52.8% | -11.5% | -41.3% | -52.3% |
| 1Y | -58.4% | -13.0% | -45.4% | -57.8% |
| All | -17.6% | +66.2% | -83.7% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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