+94.2%
BSX vs CMG
+3,903.3%
-3,809.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.5% |
| 7D | -7.0% | -6.5% | -0.6% | -5.7% |
| 30D | -10.9% | +12.1% | -23.0% | -13.2% |
| 3M | -8.2% | +20.6% | -28.8% | -12.7% |
| 6M | -37.5% | +2.1% | -39.6% | -38.5% |
| YTD | -52.8% | -2.6% | -50.2% | -53.3% |
| 1Y | -58.4% | -8.7% | -49.7% | -58.5% |
| 3Y | -16.5% | -7.4% | -9.2% | -18.6% |
| 5Y | -1.0% | -5.7% | +4.7% | -5.7% |
| 10Y | +91.2% | +322.3% | -231.1% | +23.9% |
| All | +94.2% | +3,903.3% | -3,809.1% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling