-53.6%
BSX vs CME
+19.8%
-73.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +3.9% | +5.1% |
| 7D | +8.0% | +4.8% | +3.2% | +7.2% |
| 30D | +8.1% | +14.2% | -6.1% | +6.0% |
| 3M | -6.7% | +17.9% | -24.6% | -9.1% |
| 6M | -19.4% | +7.2% | -26.6% | -21.1% |
| YTD | -51.9% | +16.7% | -68.7% | -52.5% |
| 1Y | -53.6% | +19.6% | -73.2% | -54.7% |
| All | -53.6% | +19.8% | -73.4% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling