+166.9%
BSX vs CLS
+3,265.4%
-3,098.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | +2.0% | +4.6% | -2.5% | +1.1% |
| 30D | +0.1% | -13.9% | +14.0% | +1.9% |
| 3M | -2.1% | -26.6% | +24.4% | +1.0% |
| 6M | -33.8% | +15.4% | -49.2% | -37.8% |
| YTD | -49.9% | +5.7% | -55.5% | -52.5% |
| 1Y | -55.4% | +41.1% | -96.6% | -60.7% |
| 3Y | -10.9% | +1,228.6% | -1,239.4% | -52.1% |
| 5Y | +6.4% | +3,240.6% | -3,234.2% | -53.4% |
| 10Y | +97.0% | +2,760.3% | -2,663.3% | -16.4% |
| All | +166.9% | +3,265.4% | -3,098.4% | -28.5% |
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