-21.2%
BSX vs CELH
-60.2%
+39.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.4% |
| 7D | -10.1% | -11.2% | +1.1% | -9.7% |
| 30D | -16.4% | -1.4% | -15.0% | -16.4% |
| 3M | -8.9% | -4.2% | -4.7% | -8.9% |
| 6M | -38.3% | -40.5% | +2.2% | -37.1% |
| YTD | -54.9% | -40.5% | -14.4% | -54.0% |
| 1Y | -58.8% | -53.0% | -5.8% | -57.7% |
| 3Y | -21.2% | -59.1% | +37.8% | -21.4% |
| All | -21.2% | -60.2% | +39.0% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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