-16.5%
BSX vs CEG
+181.7%
-198.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -6.4% | +6.7% | -13.1% | -7.1% |
| 30D | -8.8% | +11.0% | -19.8% | -9.7% |
| 3M | -7.6% | +19.5% | -27.1% | -9.4% |
| 6M | -37.0% | -5.9% | -31.1% | -36.8% |
| YTD | -52.8% | -15.0% | -37.9% | -52.5% |
| 1Y | -58.4% | +0.6% | -59.0% | -59.0% |
| 3Y | -16.5% | +180.6% | -197.1% | -26.7% |
| All | -16.5% | +181.7% | -198.2% | -26.7% |
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