-1.0%
BSX vs CG
+5.5%
-6.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.7% |
| 7D | -7.0% | -6.4% | -0.6% | -5.8% |
| 30D | -10.9% | -7.1% | -3.8% | -9.7% |
| 3M | -8.2% | -1.6% | -6.6% | -8.1% |
| 6M | -37.5% | -8.3% | -29.1% | -36.7% |
| YTD | -52.8% | -23.8% | -29.0% | -50.8% |
| 1Y | -58.4% | -28.7% | -29.7% | -56.1% |
| 3Y | -16.5% | +49.2% | -65.7% | -28.7% |
| 5Y | -1.0% | +5.5% | -6.5% | -11.6% |
| All | -1.0% | +5.5% | -6.5% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling