+7.6%
BSX vs CI
+52.1%
-44.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.1% |
| 7D | -1.5% | -1.3% | -0.2% | -1.3% |
| 30D | +2.9% | +6.4% | -3.4% | +2.0% |
| 3M | -11.8% | +10.7% | -22.5% | -13.3% |
| 6M | -15.4% | +5.5% | -20.9% | -16.3% |
| YTD | -52.7% | +11.4% | -64.1% | -53.7% |
| 1Y | -56.0% | +15.0% | -71.0% | -57.1% |
| 3Y | -12.5% | +9.0% | -21.4% | -15.9% |
| 5Y | +7.6% | +52.0% | -44.4% | -12.0% |
| All | +7.6% | +52.1% | -44.6% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling