+7.3%
BSX vs CF
+114.1%
-106.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +3.7% | +4.8% | -1.1% | +3.5% |
| 30D | +3.1% | +4.7% | -1.6% | +2.9% |
| 3M | -14.2% | +7.4% | -21.6% | -14.6% |
| 6M | -16.4% | +0.6% | -17.0% | -16.6% |
| YTD | -53.5% | +64.1% | -117.6% | -55.6% |
| 1Y | -57.8% | +51.4% | -109.2% | -59.4% |
| 3Y | -17.4% | +67.8% | -85.2% | -22.0% |
| All | +7.3% | +114.1% | -106.8% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling