-2.8%
BSX vs CMG
-4.8%
+2.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -10.1% | -2.1% | -8.0% | -9.7% |
| 30D | -16.4% | +10.9% | -27.3% | -18.2% |
| 3M | -8.9% | +15.8% | -24.7% | -12.4% |
| 6M | -38.3% | +6.9% | -45.2% | -39.8% |
| YTD | -54.9% | -2.2% | -52.8% | -55.4% |
| 1Y | -58.8% | -7.1% | -51.7% | -59.0% |
| 3Y | -21.2% | -7.1% | -14.1% | -24.9% |
| All | -2.8% | -4.8% | +2.0% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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