+113.3%
BSX vs CDW
+312.7%
-199.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +3.7% | +9.3% | -5.6% | +0.7% |
| 30D | +3.1% | +14.4% | -11.2% | -1.6% |
| 3M | -14.2% | +21.4% | -35.6% | -20.2% |
| 6M | -16.4% | +72.8% | -89.2% | -32.2% |
| YTD | -53.5% | +28.0% | -81.5% | -59.2% |
| 1Y | -57.8% | +19.3% | -77.1% | -61.9% |
| 3Y | -17.4% | -15.3% | -2.1% | -17.6% |
| 5Y | +5.4% | -3.8% | +9.2% | -3.8% |
| All | +113.3% | +312.7% | -199.4% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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