+418.4%
BSX vs CDW
+903.1%
-484.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | +2.0% | +3.2% | -1.1% | +0.9% |
| 30D | +0.1% | +9.3% | -9.2% | -3.1% |
| 3M | -2.1% | +9.8% | -11.9% | -6.0% |
| 6M | -33.8% | +23.3% | -57.1% | -40.4% |
| YTD | -49.9% | +13.7% | -63.5% | -54.1% |
| 1Y | -55.4% | -6.5% | -49.0% | -56.2% |
| 3Y | -10.9% | -25.2% | +14.4% | -7.1% |
| 5Y | +6.4% | -19.5% | +25.9% | +4.5% |
| 10Y | +97.0% | +285.8% | -188.8% | +0.2% |
| All | +418.4% | +903.1% | -484.7% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling