+932.4%
BSX vs CI
+7,959.0%
-7,026.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.5% |
| 7D | -1.0% | -1.7% | +0.7% | -0.4% |
| 30D | +2.1% | +4.9% | -2.8% | +0.7% |
| 3M | -14.0% | +7.4% | -21.4% | -15.9% |
| 6M | -18.3% | +0.4% | -18.7% | -18.7% |
| YTD | -53.6% | +9.5% | -63.1% | -55.2% |
| 1Y | -57.6% | +12.0% | -69.5% | -59.3% |
| 3Y | -14.3% | +7.1% | -21.4% | -19.8% |
| 5Y | +5.1% | +49.3% | -44.3% | -12.8% |
| 10Y | +105.6% | +146.6% | -41.0% | +41.0% |
| All | +932.4% | +7,959.0% | -7,026.6% | +133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling