-3.1%
BSX vs CBRE
+39.8%
-42.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | -8.2% | -7.2% | -1.0% | -6.2% |
| 30D | -15.8% | -6.4% | -9.4% | -14.3% |
| 3M | -10.8% | +2.9% | -13.8% | -11.6% |
| 6M | -38.4% | +2.5% | -40.9% | -38.9% |
| YTD | -54.8% | -14.2% | -40.6% | -53.5% |
| 1Y | -59.0% | -15.1% | -43.9% | -57.8% |
| 3Y | -20.0% | +61.9% | -81.9% | -33.2% |
| 5Y | -3.1% | +42.4% | -45.4% | -17.5% |
| All | -3.1% | +39.8% | -42.8% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling