+2.1%
BSX vs CEG
+703.5%
-701.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -7.0% | +1.3% | -8.4% | -7.2% |
| 30D | -10.9% | +8.8% | -19.7% | -11.8% |
| 3M | -8.2% | +17.0% | -25.1% | -10.0% |
| 6M | -37.5% | -8.7% | -28.7% | -37.1% |
| YTD | -52.8% | -16.4% | -36.4% | -52.3% |
| 1Y | -58.4% | -1.8% | -56.7% | -58.9% |
| 3Y | -16.5% | +175.8% | -192.3% | -31.3% |
| All | +2.1% | +703.5% | -701.4% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling