-53.6%
BSX vs CHD
+30.9%
-84.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.7% | +4.4% |
| 7D | +8.0% | +6.9% | +1.0% | +5.7% |
| 30D | +8.1% | +17.1% | -9.0% | +3.3% |
| 3M | -6.7% | +9.1% | -15.8% | -9.3% |
| 6M | -19.4% | +21.4% | -40.8% | -23.5% |
| YTD | -51.9% | +34.9% | -86.8% | -56.3% |
| 1Y | -53.6% | +31.0% | -84.7% | -57.3% |
| All | -53.6% | +30.9% | -84.6% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling