+8.5%
BSX vs CEG
+717.3%
-708.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +1.2% |
| 7D | +2.0% | +8.0% | -6.0% | +1.1% |
| 30D | +0.1% | +12.9% | -12.8% | -1.3% |
| 3M | -2.1% | +13.2% | -15.3% | -3.7% |
| 6M | -33.8% | -7.0% | -26.8% | -33.5% |
| YTD | -49.9% | -15.0% | -34.9% | -49.3% |
| 1Y | -55.4% | -2.7% | -52.7% | -55.9% |
| 3Y | -10.9% | +184.1% | -194.9% | -26.9% |
| All | +8.5% | +717.3% | -708.8% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling