+91.3%
BSX vs CL
+54.7%
+36.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.7% |
| 7D | -6.4% | -1.4% | -5.1% | -5.9% |
| 30D | -8.8% | -5.2% | -3.6% | -6.8% |
| 3M | -7.6% | +3.3% | -10.9% | -9.0% |
| 6M | -37.0% | -4.4% | -32.6% | -36.1% |
| YTD | -52.8% | +13.9% | -66.7% | -55.9% |
| 1Y | -58.4% | +7.6% | -66.0% | -60.2% |
| 3Y | -16.5% | +29.6% | -46.1% | -29.0% |
| 5Y | -1.2% | +28.1% | -29.2% | -16.4% |
| All | +91.3% | +54.7% | +36.6% | +45.1% |
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