-17.6%
BSX vs CLS
+1,291.7%
-1,309.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.6% | -11.5% | -6.2% |
| 7D | -6.4% | +12.8% | -19.2% | -7.1% |
| 30D | -8.8% | +3.8% | -12.6% | -9.1% |
| 3M | -7.6% | -14.6% | +7.0% | -7.2% |
| 6M | -37.0% | +32.2% | -69.2% | -39.4% |
| YTD | -52.8% | +11.6% | -64.4% | -54.1% |
| 1Y | -58.4% | +35.1% | -93.5% | -60.6% |
| All | -17.6% | +1,291.7% | -1,309.2% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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