+113.3%
BSX vs CME
+308.7%
-195.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +3.7% | +3.9% | -0.2% | +2.0% |
| 30D | +3.1% | +11.3% | -8.2% | -1.5% |
| 3M | -14.2% | +19.6% | -33.8% | -20.8% |
| 6M | -16.4% | +8.1% | -24.5% | -19.7% |
| YTD | -53.5% | +20.4% | -73.9% | -57.7% |
| 1Y | -57.8% | +16.5% | -74.3% | -61.0% |
| 3Y | -17.4% | +66.4% | -83.9% | -36.6% |
| 5Y | +5.4% | +74.5% | -69.1% | -22.1% |
| All | +113.3% | +308.7% | -195.4% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling