+94.0%
BSX vs CF
+561.7%
-467.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.4% |
| 7D | +1.8% | -3.2% | +5.0% | +2.3% |
| 30D | +2.8% | +4.3% | -1.5% | +1.8% |
| 3M | -13.3% | +2.8% | -16.1% | -14.2% |
| 6M | -23.7% | +0.6% | -24.3% | -24.4% |
| YTD | -55.2% | +56.6% | -111.8% | -60.0% |
| 1Y | -56.8% | +49.6% | -106.5% | -61.2% |
| 3Y | -19.0% | +61.5% | -80.5% | -29.9% |
| 5Y | -0.9% | +124.0% | -124.9% | -25.9% |
| All | +94.0% | +561.7% | -467.8% | +17.7% |
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