+1,016.5%
BSX vs CL
+2,743.0%
-1,726.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.4% |
| 7D | +2.0% | -2.2% | +4.2% | +2.9% |
| 30D | +0.1% | -4.8% | +5.0% | +2.0% |
| 3M | -2.1% | +4.9% | -7.1% | -4.2% |
| 6M | -33.8% | -5.7% | -28.1% | -32.7% |
| YTD | -49.9% | +14.4% | -64.2% | -52.9% |
| 1Y | -55.4% | +8.7% | -64.2% | -57.3% |
| 3Y | -10.9% | +30.0% | -40.8% | -21.7% |
| 5Y | +6.4% | +28.4% | -22.0% | -6.6% |
| 10Y | +97.0% | +50.1% | +46.9% | +60.6% |
| All | +1,016.5% | +2,743.0% | -1,726.5% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling