+83.7%
BSX vs CF
+589.1%
-505.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.0% |
| 7D | -6.4% | -0.9% | -5.5% | -6.3% |
| 30D | -8.8% | +18.1% | -26.9% | -11.6% |
| 3M | -7.6% | +23.4% | -31.0% | -11.5% |
| 6M | -37.0% | +17.1% | -54.1% | -39.7% |
| YTD | -52.8% | +76.2% | -129.1% | -58.7% |
| 1Y | -58.4% | +62.3% | -120.7% | -63.0% |
| 3Y | -16.5% | +71.8% | -88.3% | -28.2% |
| 5Y | -1.2% | +234.6% | -235.7% | -33.1% |
| 10Y | +83.7% | +574.3% | -490.5% | +6.8% |
| All | +83.7% | +589.1% | -505.4% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling