-53.6%
BSX vs CL
+33.4%
-87.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.3% | +2.0% | +4.5% |
| 7D | +8.0% | +7.7% | +0.3% | +6.2% |
| 30D | +8.1% | +15.2% | -7.2% | +5.0% |
| 3M | -6.7% | +7.3% | -14.0% | -8.3% |
| 6M | -19.4% | +17.0% | -36.4% | -21.6% |
| YTD | -51.9% | +28.0% | -79.9% | -54.1% |
| 1Y | -53.6% | +32.1% | -85.8% | -56.3% |
| All | -53.6% | +33.4% | -87.1% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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