-21.2%
BSX vs CG
+42.2%
-63.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | -10.1% | -9.9% | -0.2% | -8.7% |
| 30D | -16.4% | -11.7% | -4.8% | -14.9% |
| 3M | -8.9% | -4.3% | -4.6% | -8.4% |
| 6M | -38.3% | -8.8% | -29.5% | -37.7% |
| YTD | -54.9% | -26.9% | -28.1% | -53.3% |
| 1Y | -58.8% | -35.4% | -23.4% | -56.5% |
| 3Y | -21.2% | +43.0% | -64.3% | -27.2% |
| All | -21.2% | +42.2% | -63.4% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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