-1.0%
BSX vs CLS
+3,586.2%
-3,587.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -7.0% | +20.1% | -27.1% | -8.6% |
| 30D | -10.9% | +6.0% | -16.9% | -11.5% |
| 3M | -8.2% | -10.3% | +2.1% | -8.1% |
| 6M | -37.5% | +24.5% | -62.0% | -40.3% |
| YTD | -52.8% | +12.9% | -65.7% | -54.7% |
| 1Y | -58.4% | +36.7% | -95.1% | -61.5% |
| 3Y | -16.5% | +1,328.1% | -1,344.6% | -50.0% |
| 5Y | -1.0% | +3,682.3% | -3,683.3% | -53.9% |
| All | -1.0% | +3,586.2% | -3,587.2% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling