+81.0%
BSX vs CLX
-3.7%
+84.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | -0.1% |
| 7D | -10.1% | -5.7% | -4.4% | -9.3% |
| 30D | -16.4% | -17.0% | +0.6% | -14.0% |
| 3M | -8.9% | -9.7% | +0.8% | -7.6% |
| 6M | -38.3% | -19.8% | -18.4% | -36.4% |
| YTD | -54.9% | -9.8% | -45.1% | -54.5% |
| 1Y | -58.8% | -26.2% | -32.6% | -57.2% |
| 3Y | -21.2% | -36.2% | +15.0% | -16.8% |
| 5Y | -3.3% | -38.3% | +35.0% | +1.1% |
| All | +81.0% | -3.7% | +84.6% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling