-59.0%
BSX vs CHRW
+23.5%
-82.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.1% |
| 7D | -8.2% | +4.4% | -12.6% | -8.1% |
| 30D | -15.8% | +5.5% | -21.3% | -15.7% |
| 3M | -10.8% | -17.3% | +6.4% | -10.9% |
| 6M | -38.4% | -12.7% | -25.7% | -38.6% |
| YTD | -54.8% | -4.1% | -50.7% | -55.5% |
| 1Y | -59.0% | +21.2% | -80.3% | -60.4% |
| All | -59.0% | +23.5% | -82.5% | -60.4% |
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