-53.6%
BSX vs CI
+21.2%
-74.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.4% | +2.0% | +4.5% |
| 7D | +8.0% | +3.5% | +4.5% | +7.1% |
| 30D | +8.1% | +12.6% | -4.5% | +5.6% |
| 3M | -6.7% | +12.1% | -18.7% | -8.7% |
| 6M | -19.4% | +10.6% | -30.0% | -21.6% |
| YTD | -51.9% | +12.8% | -64.8% | -53.8% |
| 1Y | -53.6% | +18.0% | -71.7% | -55.8% |
| All | -53.6% | +21.2% | -74.8% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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