+7.3%
BSX vs CME
+74.8%
-67.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +3.7% | +3.9% | -0.2% | +2.6% |
| 30D | +3.1% | +11.3% | -8.2% | +0.1% |
| 3M | -14.2% | +19.6% | -33.8% | -18.4% |
| 6M | -16.4% | +8.1% | -24.5% | -18.4% |
| YTD | -53.5% | +20.4% | -73.9% | -56.2% |
| 1Y | -57.8% | +16.5% | -74.3% | -59.8% |
| 3Y | -17.4% | +66.4% | -83.9% | -30.9% |
| All | +7.3% | +74.8% | -67.5% | -12.6% |
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