-53.6%
BSX vs CEG
-33.0%
-20.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.7% | +12.0% | +5.7% |
| 7D | +8.0% | -4.8% | +12.8% | +8.2% |
| 30D | +8.1% | -8.2% | +16.2% | +8.3% |
| 3M | -6.7% | -7.9% | +1.3% | -6.7% |
| 6M | -19.4% | -23.2% | +3.8% | -17.3% |
| YTD | -51.9% | -30.1% | -21.8% | -52.4% |
| 1Y | -53.6% | -31.9% | -21.7% | -54.3% |
| All | -53.6% | -33.0% | -20.6% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling