+91.2%
BSX vs CI
+143.6%
-52.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.3% |
| 7D | -7.0% | -1.1% | -5.9% | -6.7% |
| 30D | -10.9% | +0.5% | -11.4% | -11.1% |
| 3M | -8.2% | -5.2% | -3.0% | -6.9% |
| 6M | -37.5% | +4.3% | -41.8% | -38.7% |
| YTD | -52.8% | +2.8% | -55.6% | -53.6% |
| 1Y | -58.4% | -5.8% | -52.6% | -58.4% |
| 3Y | -16.5% | +4.7% | -21.3% | -22.4% |
| 5Y | -1.0% | +42.7% | -43.7% | -20.8% |
| 10Y | +91.2% | +141.0% | -49.7% | +31.5% |
| All | +91.2% | +143.6% | -52.4% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling