+123.7%
BSX vs CME
+7,469.3%
-7,345.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +2.0% | -1.6% | +3.6% | +2.5% |
| 30D | +0.1% | +6.2% | -6.1% | -1.8% |
| 3M | -2.1% | +10.4% | -12.6% | -5.3% |
| 6M | -33.8% | -9.5% | -24.3% | -32.2% |
| YTD | -49.9% | +6.0% | -55.9% | -51.1% |
| 1Y | -55.4% | +9.3% | -64.7% | -57.0% |
| 3Y | -10.9% | +57.7% | -68.5% | -23.6% |
| 5Y | +6.4% | +77.7% | -71.3% | -12.4% |
| 10Y | +97.0% | +281.2% | -184.2% | +31.2% |
| All | +123.7% | +7,469.3% | -7,345.6% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling