+1,016.5%
BSX vs CLF
+450.3%
+566.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.6% |
| 7D | +2.0% | +7.6% | -5.5% | +1.0% |
| 30D | +0.1% | -1.2% | +1.3% | +0.2% |
| 3M | -2.1% | -13.4% | +11.2% | -1.0% |
| 6M | -33.8% | +15.4% | -49.2% | -36.1% |
| YTD | -49.9% | -5.9% | -44.0% | -50.7% |
| 1Y | -55.4% | +18.8% | -74.3% | -58.1% |
| 3Y | -10.9% | -19.4% | +8.6% | -15.6% |
| 5Y | +6.4% | -47.7% | +54.1% | +3.3% |
| 10Y | +97.0% | +130.4% | -33.3% | +35.8% |
| All | +1,016.5% | +450.3% | +566.2% | +299.8% |
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