+117.1%
BSX vs CDW
+316.1%
-199.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.2% |
| 7D | -1.5% | +2.6% | -4.1% | -2.4% |
| 30D | +2.9% | +20.4% | -17.5% | -3.4% |
| 3M | -11.8% | +28.5% | -40.3% | -19.5% |
| 6M | -15.4% | +70.6% | -86.0% | -31.1% |
| YTD | -52.7% | +29.1% | -81.8% | -58.6% |
| 1Y | -56.0% | +23.8% | -79.8% | -60.9% |
| 3Y | -12.5% | -14.5% | +2.0% | -12.9% |
| 5Y | +7.6% | -1.6% | +9.1% | -2.8% |
| All | +117.1% | +316.1% | -199.0% | +19.1% |
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