+113.3%
BSX vs CFG
+216.2%
-102.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +3.7% | +3.2% | +0.5% | +2.8% |
| 30D | +3.1% | +5.1% | -2.0% | +1.8% |
| 3M | -14.2% | -11.2% | -3.0% | -11.4% |
| 6M | -16.4% | +9.6% | -26.0% | -18.8% |
| YTD | -53.5% | +15.0% | -68.5% | -55.7% |
| 1Y | -57.8% | +29.9% | -87.6% | -61.2% |
| 3Y | -17.4% | +192.1% | -209.5% | -42.2% |
| 5Y | +5.4% | +62.3% | -56.9% | -13.6% |
| All | +113.3% | +216.2% | -102.9% | +37.2% |
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