+109.9%
BSX vs CFG
+224.4%
-114.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | +2.9% | +3.1% | -0.2% | +2.1% |
| 3M | -11.8% | -9.7% | -2.1% | -9.4% |
| 6M | -15.4% | +6.7% | -22.1% | -17.2% |
| YTD | -52.7% | +15.2% | -67.8% | -54.9% |
| 1Y | -56.0% | +28.8% | -84.8% | -59.5% |
| 3Y | -12.5% | +190.1% | -202.5% | -38.5% |
| 5Y | +7.6% | +63.4% | -55.8% | -12.0% |
| 10Y | +109.9% | +219.8% | -109.8% | +40.2% |
| All | +109.9% | +224.4% | -114.5% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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