-3.1%
BSX vs CLX
-37.2%
+34.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | -8.2% | -5.9% | -2.3% | -7.3% |
| 30D | -15.8% | -17.0% | +1.2% | -13.3% |
| 3M | -10.8% | -9.6% | -1.3% | -9.5% |
| 6M | -38.4% | -21.5% | -16.9% | -36.4% |
| YTD | -54.8% | -8.8% | -46.0% | -54.5% |
| 1Y | -59.0% | -24.7% | -34.4% | -57.5% |
| 3Y | -20.0% | -35.6% | +15.6% | -15.6% |
| 5Y | -3.1% | -37.6% | +34.6% | -1.7% |
| All | -3.1% | -37.2% | +34.1% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling