+950.6%
BSX vs CHD
+6,840.6%
-5,889.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -3.9% | -5.4% |
| 7D | -6.4% | -2.9% | -3.5% | -5.8% |
| 30D | -8.8% | -6.2% | -2.6% | -7.4% |
| 3M | -7.6% | +1.6% | -9.2% | -8.0% |
| 6M | -37.0% | -3.5% | -33.4% | -36.5% |
| YTD | -52.8% | +16.2% | -69.0% | -54.7% |
| 1Y | -58.4% | +3.4% | -61.8% | -59.0% |
| 3Y | -16.5% | +4.6% | -21.1% | -18.6% |
| 5Y | -1.2% | +21.1% | -22.3% | -7.7% |
| 10Y | +83.7% | +126.5% | -42.8% | +46.2% |
| All | +950.6% | +6,840.6% | -5,889.9% | +400.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling