+903.9%
BSX vs CDE
-86.1%
+990.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.3% |
| 7D | -10.1% | -3.1% | -7.0% | -9.9% |
| 30D | -16.4% | +9.5% | -25.9% | -16.9% |
| 3M | -8.9% | +25.5% | -34.4% | -10.4% |
| 6M | -38.3% | -7.9% | -30.4% | -38.4% |
| YTD | -54.9% | +15.6% | -70.5% | -55.8% |
| 1Y | -58.8% | +34.0% | -92.9% | -60.2% |
| 3Y | -21.2% | +791.9% | -813.1% | -33.7% |
| 5Y | -3.3% | +197.7% | -201.1% | -15.2% |
| 10Y | +82.8% | +55.0% | +27.8% | +56.4% |
| All | +903.9% | -86.1% | +990.1% | +686.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling