-57.8%
BSX vs CME
+17.3%
-75.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +3.7% | +3.9% | -0.2% | +3.0% |
| 30D | +3.1% | +11.3% | -8.2% | +1.4% |
| 3M | -14.2% | +19.6% | -33.8% | -16.5% |
| 6M | -16.4% | +8.1% | -24.5% | -18.7% |
| YTD | -53.5% | +20.4% | -73.9% | -54.0% |
| 1Y | -57.8% | +16.5% | -74.3% | -57.9% |
| All | -57.8% | +17.3% | -75.1% | -57.9% |
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