-17.4%
BSX vs CCJ
+67.4%
-84.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | +3.7% | -0.8% | +4.5% | +3.8% |
| 30D | +3.1% | -13.2% | +16.3% | +4.3% |
| 3M | -14.2% | -27.6% | +13.4% | -11.8% |
| 6M | -16.4% | -38.7% | +22.3% | -12.9% |
| YTD | -53.5% | -22.7% | -30.8% | -52.5% |
| 1Y | -57.8% | -17.6% | -40.2% | -57.1% |
| 3Y | -17.4% | +62.7% | -80.1% | -26.2% |
| All | -17.4% | +67.4% | -84.8% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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