+81.0%
BSX vs CDE
+61.6%
+19.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -10.1% | -3.1% | -7.0% | -9.9% |
| 30D | -16.4% | +9.5% | -25.9% | -17.1% |
| 3M | -8.9% | +25.5% | -34.4% | -10.9% |
| 6M | -38.3% | -7.9% | -30.4% | -38.4% |
| YTD | -54.9% | +15.6% | -70.5% | -56.1% |
| 1Y | -58.8% | +34.0% | -92.9% | -60.7% |
| 3Y | -21.2% | +791.9% | -813.1% | -38.4% |
| 5Y | -3.3% | +197.7% | -201.1% | -19.5% |
| All | +81.0% | +61.6% | +19.4% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 10y: compounded portfolio wealth divided by compounded CDE 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…
10y analysis · Full analysis span regression · 6 months rolling