-53.6%
BSX vs CHRW
-10.6%
-43.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +5.3% |
| 7D | +8.0% | +4.9% | +3.1% | +7.9% |
| 30D | +8.1% | -4.8% | +12.9% | +8.1% |
| 3M | -6.7% | -13.1% | +6.5% | -6.7% |
| 6M | -19.4% | -16.3% | -3.1% | -20.1% |
| YTD | -51.9% | -15.8% | -36.1% | -54.3% |
| 1Y | -53.6% | -11.1% | -42.5% | -56.8% |
| All | -53.6% | -10.6% | -43.1% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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