-57.6%
BSX vs CI
+13.7%
-71.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.6% |
| 7D | -1.0% | -1.7% | +0.7% | -0.5% |
| 30D | +2.1% | +4.9% | -2.8% | +1.3% |
| 3M | -14.0% | +7.4% | -21.4% | -15.0% |
| 6M | -18.3% | +0.4% | -18.7% | -18.7% |
| YTD | -53.6% | +9.5% | -63.1% | -55.1% |
| 1Y | -57.6% | +12.0% | -69.5% | -59.1% |
| All | -57.6% | +13.7% | -71.2% | -59.1% |
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