-16.5%
BSX vs CI
+4.2%
-20.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.7% |
| 7D | -6.4% | -2.0% | -4.4% | -6.3% |
| 30D | -8.8% | -1.8% | -7.0% | -8.6% |
| 3M | -7.6% | -4.2% | -3.4% | -7.4% |
| 6M | -37.0% | +2.7% | -39.7% | -37.2% |
| YTD | -52.8% | +1.9% | -54.7% | -53.0% |
| 1Y | -58.4% | -6.3% | -52.2% | -58.4% |
| 3Y | -16.5% | +3.9% | -20.4% | -19.7% |
| All | -16.5% | +4.2% | -20.7% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling