+201.9%
BSX vs CHRW
+3,791.5%
-3,589.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +3.7% | +7.3% | -3.6% | +2.0% |
| 30D | +3.1% | -3.6% | +6.7% | +4.0% |
| 3M | -14.2% | -9.6% | -4.6% | -12.6% |
| 6M | -16.4% | -17.0% | +0.6% | -14.0% |
| YTD | -53.5% | -15.4% | -38.1% | -53.0% |
| 1Y | -57.8% | -10.0% | -47.8% | -58.0% |
| 3Y | -17.4% | +82.2% | -99.6% | -34.1% |
| 5Y | +5.4% | +59.4% | -54.0% | -14.7% |
| 10Y | +106.2% | +129.7% | -23.5% | +47.4% |
| All | +201.9% | +3,791.5% | -3,589.6% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling