-1.0%
BSX vs CHRW
+89.7%
-90.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -7.0% | +4.1% | -11.1% | -7.3% |
| 30D | -10.9% | +1.9% | -12.8% | -11.1% |
| 3M | -8.2% | -21.2% | +13.0% | -6.6% |
| 6M | -37.5% | -16.7% | -20.8% | -36.9% |
| YTD | -52.8% | -5.4% | -47.5% | -53.3% |
| 1Y | -58.4% | +21.2% | -79.6% | -60.0% |
| 3Y | -16.5% | +86.5% | -103.0% | -24.8% |
| 5Y | -1.0% | +93.0% | -94.0% | -13.7% |
| All | -1.0% | +89.7% | -90.7% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling