+113.3%
BSX vs CL
+88.0%
+25.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.5% |
| 7D | +3.7% | +3.2% | +0.5% | +2.3% |
| 30D | +3.1% | +8.0% | -4.9% | -0.1% |
| 3M | -14.2% | +7.9% | -22.1% | -16.9% |
| 6M | -16.4% | +14.7% | -31.2% | -21.4% |
| YTD | -53.5% | +29.2% | -82.7% | -58.8% |
| 1Y | -57.8% | +29.5% | -87.3% | -62.6% |
| 3Y | -17.4% | +40.7% | -58.1% | -31.9% |
| 5Y | +5.4% | +43.9% | -38.5% | -14.9% |
| All | +113.3% | +88.0% | +25.3% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling