-16.8%
BSX vs CLF
-21.6%
+4.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.3% | +1.4% |
| 7D | +2.8% | -9.1% | +11.8% | +2.9% |
| 30D | +4.6% | -0.9% | +5.5% | +4.4% |
| 3M | -11.4% | +3.0% | -14.4% | -11.7% |
| 6M | -17.1% | +16.7% | -33.8% | -18.0% |
| YTD | -53.1% | -3.2% | -50.0% | -53.4% |
| 1Y | -55.7% | +24.6% | -80.3% | -56.6% |
| All | -16.8% | -21.6% | +4.9% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling