+293.4%
BSX vs CFG
+396.4%
-102.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.0% | +1.5% | +0.5% | +1.6% |
| 30D | +0.1% | -3.8% | +4.0% | +1.1% |
| 3M | -2.1% | +11.5% | -13.6% | -5.3% |
| 6M | -33.8% | +19.2% | -53.0% | -37.2% |
| YTD | -49.9% | +23.7% | -73.6% | -53.2% |
| 1Y | -55.4% | +38.8% | -94.3% | -59.9% |
| 3Y | -10.9% | +178.9% | -189.8% | -36.8% |
| 5Y | +6.4% | +101.8% | -95.4% | -18.9% |
| 10Y | +97.0% | +317.3% | -220.2% | +5.7% |
| All | +293.4% | +396.4% | -102.9% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling