-17.4%
BSX vs CEG
+135.3%
-152.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +3.7% | +12.1% | -8.4% | +2.7% |
| 30D | +3.1% | +0.2% | +2.9% | +3.0% |
| 3M | -14.2% | +0.7% | -14.9% | -14.6% |
| 6M | -16.4% | +2.2% | -18.7% | -17.0% |
| YTD | -53.5% | -20.3% | -33.2% | -53.0% |
| 1Y | -57.8% | -16.1% | -41.7% | -57.6% |
| 3Y | -17.4% | +134.7% | -152.1% | -25.4% |
| All | -17.4% | +135.3% | -152.8% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling