-17.6%
BSX vs CME
+52.6%
-70.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -7.0% | -0.6% | -6.4% | -7.0% |
| 30D | -10.9% | +4.7% | -15.6% | -11.5% |
| 3M | -8.2% | +7.8% | -16.0% | -9.5% |
| 6M | -37.5% | -11.0% | -26.5% | -36.9% |
| YTD | -52.8% | +4.0% | -56.9% | -53.2% |
| 1Y | -58.4% | +9.1% | -67.5% | -59.0% |
| All | -17.6% | +52.6% | -70.2% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling