+5.3%
BSX vs CDW
-2.4%
+7.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.3% | +1.0% |
| 7D | +2.8% | +13.1% | -10.3% | +0.4% |
| 30D | +4.6% | +19.1% | -14.5% | +1.2% |
| 3M | -11.4% | +24.7% | -36.1% | -15.2% |
| 6M | -17.1% | +63.4% | -80.5% | -25.0% |
| YTD | -53.1% | +26.3% | -79.4% | -55.9% |
| 1Y | -55.7% | +20.6% | -76.3% | -57.8% |
| 3Y | -13.3% | -16.3% | +3.0% | -11.2% |
| 5Y | +5.3% | -3.9% | +9.2% | -3.1% |
| All | +5.3% | -2.4% | +7.7% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling