+81.5%
BSX vs CFG
+311.8%
-230.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | -8.2% | -1.7% | -6.5% | -7.8% |
| 30D | -15.8% | -4.6% | -11.2% | -14.8% |
| 3M | -10.8% | +7.9% | -18.7% | -12.9% |
| 6M | -38.4% | +19.9% | -58.3% | -41.6% |
| YTD | -54.8% | +21.7% | -76.5% | -57.6% |
| 1Y | -59.0% | +38.4% | -97.5% | -63.1% |
| 3Y | -20.0% | +187.0% | -207.0% | -43.6% |
| 5Y | -3.1% | +99.5% | -102.6% | -25.6% |
| All | +81.5% | +311.8% | -230.3% | +7.2% |
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