-16.5%
BSX vs CFG
+193.0%
-209.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.7% |
| 7D | -6.4% | +2.7% | -9.1% | -6.8% |
| 30D | -8.8% | -3.7% | -5.1% | -8.3% |
| 3M | -7.6% | +9.5% | -17.1% | -9.0% |
| 6M | -37.0% | +22.2% | -59.2% | -38.9% |
| YTD | -52.8% | +22.3% | -75.2% | -54.5% |
| 1Y | -58.4% | +39.4% | -97.9% | -60.8% |
| 3Y | -16.5% | +188.5% | -205.0% | -28.7% |
| All | -16.5% | +193.0% | -209.5% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling