-2.8%
BSX vs CME
+78.0%
-80.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -10.1% | -1.6% | -8.5% | -9.7% |
| 30D | -16.4% | +5.6% | -22.0% | -17.8% |
| 3M | -8.9% | +5.6% | -14.5% | -10.6% |
| 6M | -38.3% | -8.3% | -30.0% | -37.0% |
| YTD | -54.9% | +4.3% | -59.3% | -55.8% |
| 1Y | -58.8% | +9.1% | -67.9% | -60.3% |
| 3Y | -21.2% | +52.1% | -73.3% | -33.3% |
| All | -2.8% | +78.0% | -80.8% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling