-37.5%
BSX vs CMG
+4.4%
-41.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | -7.0% | -6.5% | -0.6% | -6.8% |
| 30D | -10.9% | +12.1% | -23.0% | -11.3% |
| 3M | -8.2% | +20.6% | -28.8% | -9.9% |
| 6M | -37.5% | +2.1% | -39.6% | -38.7% |
| All | -37.5% | +4.4% | -41.9% | -38.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling