+81.5%
BSX vs CLF
+128.8%
-47.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -2.0% | -3.9% |
| 7D | -8.2% | -3.7% | -4.5% | -7.8% |
| 30D | -15.8% | -4.7% | -11.1% | -15.4% |
| 3M | -10.8% | -4.7% | -6.2% | -10.9% |
| 6M | -38.4% | +24.0% | -62.4% | -40.8% |
| YTD | -54.8% | -10.9% | -43.9% | -55.1% |
| 1Y | -59.0% | +4.0% | -63.1% | -60.6% |
| 3Y | -20.0% | -16.9% | -3.1% | -24.3% |
| 5Y | -3.1% | -49.3% | +46.3% | -4.8% |
| All | +81.5% | +128.8% | -47.3% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling