+898.5%
BSX vs CL
+3,010.1%
-2,111.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.1% | -3.4% |
| 7D | +1.8% | +1.3% | +0.5% | +1.4% |
| 30D | +2.8% | +11.4% | -8.5% | -1.3% |
| 3M | -13.3% | +4.4% | -17.7% | -14.8% |
| 6M | -23.7% | +10.8% | -34.4% | -26.8% |
| YTD | -55.2% | +25.1% | -80.3% | -59.3% |
| 1Y | -56.8% | +28.0% | -84.8% | -61.2% |
| 3Y | -19.0% | +37.6% | -56.7% | -30.3% |
| 5Y | -0.9% | +39.7% | -40.7% | -15.8% |
| 10Y | +98.3% | +75.8% | +22.5% | +52.2% |
| All | +898.5% | +3,010.1% | -2,111.6% | +143.3% |
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 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