+950.6%
BSX vs CLX
+1,837.8%
-887.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -5.5% |
| 7D | -6.4% | -3.5% | -2.9% | -5.6% |
| 30D | -8.8% | -11.9% | +3.1% | -5.8% |
| 3M | -7.6% | -2.6% | -5.0% | -7.2% |
| 6M | -37.0% | -18.2% | -18.8% | -34.0% |
| YTD | -52.8% | -5.9% | -46.9% | -52.6% |
| 1Y | -58.4% | -23.8% | -34.6% | -55.9% |
| 3Y | -16.5% | -33.6% | +17.1% | -9.3% |
| 5Y | -1.2% | -35.7% | +34.5% | +6.1% |
| 10Y | +83.7% | -2.5% | +86.3% | +66.6% |
| All | +950.6% | +1,837.8% | -887.1% | +280.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling