+14.6%
BSX vs CBRE
+2,234.5%
-2,219.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | +2.0% | -2.0% | +4.0% | +2.4% |
| 30D | +0.1% | -2.2% | +2.3% | +0.5% |
| 3M | -2.1% | +12.9% | -15.1% | -4.8% |
| 6M | -33.8% | +4.3% | -38.1% | -34.5% |
| YTD | -49.9% | -8.0% | -41.8% | -49.4% |
| 1Y | -55.4% | -8.6% | -46.9% | -55.0% |
| 3Y | -10.9% | +71.9% | -82.7% | -22.4% |
| 5Y | +6.4% | +50.0% | -43.6% | -5.7% |
| 10Y | +97.0% | +390.1% | -293.0% | +35.6% |
| All | +14.6% | +2,234.5% | -2,219.9% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling