-21.2%
BSX vs CCJ
+162.5%
-183.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -10.1% | -4.0% | -6.1% | -9.7% |
| 30D | -16.4% | -2.4% | -14.0% | -16.3% |
| 3M | -8.9% | -2.3% | -6.6% | -8.8% |
| 6M | -38.3% | -16.2% | -22.1% | -37.4% |
| YTD | -54.9% | +5.7% | -60.6% | -55.2% |
| 1Y | -58.8% | +21.3% | -80.1% | -60.1% |
| 3Y | -21.2% | +159.4% | -180.6% | -35.8% |
| All | -21.2% | +162.5% | -183.8% | -35.8% |
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