+81.0%
BSX vs CDW
+300.6%
-219.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.1% | -2.8% |
| 7D | -10.1% | +0.9% | -11.0% | -10.4% |
| 30D | -16.4% | +13.1% | -29.5% | -20.0% |
| 3M | -8.9% | +19.7% | -28.5% | -14.9% |
| 6M | -38.3% | +30.7% | -69.0% | -45.5% |
| YTD | -54.9% | +14.7% | -69.6% | -58.7% |
| 1Y | -58.8% | -5.3% | -53.5% | -59.5% |
| 3Y | -21.2% | -23.8% | +2.6% | -18.3% |
| 5Y | -3.3% | -16.8% | +13.5% | -6.5% |
| All | +81.0% | +300.6% | -219.6% | +4.6% |
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