-56.4%
BSX vs CHYM
-23.3%
-33.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -10.1% | -2.3% | -7.8% | -9.9% |
| 30D | -16.4% | +4.4% | -20.8% | -16.6% |
| 3M | -8.9% | +91.3% | -100.2% | -11.7% |
| 6M | -38.3% | +44.0% | -82.3% | -39.5% |
| YTD | -54.9% | +31.1% | -86.0% | -55.8% |
| 1Y | -58.8% | +37.8% | -96.7% | -59.6% |
| All | -56.4% | -23.3% | -33.1% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 3y: compounded portfolio wealth divided by compounded CHYM 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…
3y analysis · Full analysis span regression · 6 months rolling