+147.6%
BSX vs CLS
+2,489.5%
-2,341.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +1.2% |
| 7D | +3.7% | +16.3% | -12.6% | +1.1% |
| 30D | +3.1% | -25.7% | +28.8% | +7.0% |
| 3M | -14.2% | -30.9% | +16.6% | -10.7% |
| 6M | -16.4% | -35.5% | +19.1% | -13.9% |
| YTD | -53.5% | -18.7% | -34.8% | -54.7% |
| 1Y | -57.8% | -17.9% | -39.9% | -59.4% |
| 3Y | -17.4% | +838.1% | -855.5% | -53.6% |
| 5Y | +5.4% | +1,971.9% | -1,966.5% | -50.4% |
| 10Y | +106.2% | +1,907.9% | -1,801.6% | -8.6% |
| All | +147.6% | +2,489.5% | -2,341.9% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling