-1.2%
BSX vs CLF
-48.3%
+47.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.2% | -5.8% |
| 7D | -6.4% | +6.5% | -12.9% | -6.9% |
| 30D | -8.8% | +0.2% | -9.0% | -8.8% |
| 3M | -7.6% | -3.1% | -4.6% | -7.8% |
| 6M | -37.0% | +25.0% | -62.0% | -38.6% |
| YTD | -52.8% | -7.5% | -45.4% | -53.1% |
| 1Y | -58.4% | +11.5% | -69.9% | -59.8% |
| 3Y | -16.5% | -13.7% | -2.8% | -20.2% |
| 5Y | -1.2% | -47.0% | +45.8% | -1.2% |
| All | -1.2% | -48.3% | +47.1% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling