+668.5%
BSX vs CG
+351.2%
+317.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.2% |
| 7D | +2.0% | -4.3% | +6.4% | +3.2% |
| 30D | +0.1% | -5.1% | +5.2% | +1.4% |
| 3M | -2.1% | +8.7% | -10.8% | -4.6% |
| 6M | -33.8% | -9.2% | -24.6% | -32.6% |
| YTD | -49.9% | -18.9% | -31.0% | -47.8% |
| 1Y | -55.4% | -25.6% | -29.8% | -52.8% |
| 3Y | -10.9% | +57.3% | -68.1% | -27.0% |
| 5Y | +6.4% | +10.2% | -3.7% | -6.7% |
| 10Y | +97.0% | +364.2% | -267.2% | +14.3% |
| All | +668.5% | +351.2% | +317.3% | +338.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling