+104.3%
BSX vs CL
+78.1%
+26.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | +2.8% | +2.6% | +0.2% | +1.7% |
| 30D | +4.6% | +11.8% | -7.1% | -0.1% |
| 3M | -11.4% | +5.9% | -17.3% | -13.6% |
| 6M | -17.1% | +13.3% | -30.4% | -21.6% |
| YTD | -53.1% | +27.1% | -80.2% | -58.2% |
| 1Y | -55.7% | +28.0% | -83.7% | -60.6% |
| 3Y | -13.3% | +39.4% | -52.7% | -28.2% |
| 5Y | +5.3% | +40.8% | -35.5% | -14.2% |
| 10Y | +104.3% | +84.9% | +19.4% | +47.5% |
| All | +104.3% | +78.1% | +26.2% | +47.5% |
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