+944.1%
BSX vs CLF
+466.1%
+478.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.3% | +0.9% |
| 7D | +2.8% | -9.1% | +11.8% | +3.8% |
| 30D | +4.6% | -0.9% | +5.5% | +4.1% |
| 3M | -11.4% | +3.0% | -14.4% | -12.5% |
| 6M | -17.1% | +16.7% | -33.8% | -20.4% |
| YTD | -53.1% | -3.2% | -50.0% | -54.4% |
| 1Y | -55.7% | +24.6% | -80.3% | -58.5% |
| 3Y | -13.3% | -22.3% | +9.0% | -18.0% |
| 5Y | +5.3% | -41.2% | +46.5% | +0.2% |
| 10Y | +104.3% | +83.5% | +20.8% | +45.3% |
| All | +944.1% | +466.1% | +478.0% | +269.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling