+81.5%
BSX vs CME
+280.4%
-198.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -8.2% | -2.4% | -5.8% | -7.2% |
| 30D | -15.8% | +6.2% | -22.0% | -18.1% |
| 3M | -10.8% | +4.4% | -15.2% | -12.9% |
| 6M | -38.4% | -9.6% | -28.7% | -36.2% |
| YTD | -54.8% | +3.8% | -58.6% | -56.1% |
| 1Y | -59.0% | +9.5% | -68.6% | -61.2% |
| 3Y | -20.0% | +51.9% | -71.9% | -36.2% |
| 5Y | -3.1% | +78.7% | -81.8% | -29.7% |
| All | +81.5% | +280.4% | -198.9% | +11.1% |
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