+107.9%
BSX vs CFG
+221.6%
-113.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.7% |
| 7D | +2.8% | +0.7% | +2.1% | +2.6% |
| 30D | +4.6% | +2.8% | +1.8% | +3.9% |
| 3M | -11.4% | -10.1% | -1.3% | -8.9% |
| 6M | -17.1% | +3.2% | -20.3% | -18.1% |
| YTD | -53.1% | +14.2% | -67.3% | -55.3% |
| 1Y | -55.7% | +27.4% | -83.1% | -59.1% |
| 3Y | -13.3% | +187.6% | -200.9% | -39.0% |
| 5Y | +5.3% | +65.7% | -60.4% | -14.3% |
| All | +107.9% | +221.6% | -113.7% | +39.2% |
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