-56.3%
BSX vs CHYM
-24.0%
-32.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.3% | -3.8% |
| 7D | -8.2% | -2.9% | -5.3% | -8.0% |
| 30D | -15.8% | +3.0% | -18.8% | -15.9% |
| 3M | -10.8% | +98.7% | -109.6% | -13.7% |
| 6M | -38.4% | +46.4% | -84.8% | -39.6% |
| YTD | -54.8% | +29.8% | -84.6% | -55.6% |
| 1Y | -59.0% | +40.5% | -99.5% | -59.8% |
| All | -56.3% | -24.0% | -32.2% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling