-55.4%
BSX vs CLF
+20.0%
-75.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.8% |
| 7D | +2.0% | +7.6% | -5.5% | +2.1% |
| 30D | +0.1% | -1.2% | +1.3% | +0.1% |
| 3M | -2.1% | -13.4% | +11.2% | -2.9% |
| 6M | -33.8% | +15.4% | -49.2% | -34.0% |
| YTD | -49.9% | -5.9% | -44.0% | -50.0% |
| 1Y | -55.4% | +18.8% | -74.3% | -54.5% |
| All | -55.4% | +20.0% | -75.4% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling