-58.8%
BSX vs CEG
-10.5%
-48.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -10.1% | -4.8% | -5.3% | -9.6% |
| 30D | -16.4% | +2.3% | -18.7% | -16.6% |
| 3M | -8.9% | +15.6% | -24.5% | -10.2% |
| 6M | -38.3% | -5.0% | -33.3% | -38.1% |
| YTD | -54.9% | -19.0% | -35.9% | -55.7% |
| 1Y | -58.8% | -10.0% | -48.9% | -58.8% |
| All | -58.8% | -10.5% | -48.3% | -58.8% |
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