+67.0%
BSX vs CF
+5,948.3%
-5,881.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.4% |
| 7D | +2.0% | +6.0% | -4.0% | +0.9% |
| 30D | +0.1% | +14.8% | -14.7% | -2.7% |
| 3M | -2.1% | +14.1% | -16.2% | -5.0% |
| 6M | -33.8% | +28.5% | -62.3% | -38.0% |
| YTD | -49.9% | +74.9% | -124.8% | -56.0% |
| 1Y | -55.4% | +61.7% | -117.1% | -60.4% |
| 3Y | -10.9% | +80.3% | -91.2% | -23.9% |
| 5Y | +6.4% | +226.0% | -219.6% | -23.4% |
| 10Y | +97.0% | +569.9% | -472.8% | +15.8% |
| All | +67.0% | +5,948.3% | -5,881.3% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling