-53.6%
BSX vs CMI
+10.9%
-64.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.8% | +11.1% | +4.5% |
| 7D | +8.0% | -11.2% | +19.2% | +6.3% |
| 30D | +8.1% | -9.8% | +17.9% | +6.6% |
| 3M | -6.7% | -25.5% | +18.9% | -10.1% |
| 6M | -19.4% | -27.7% | +8.3% | -22.8% |
| YTD | -51.9% | -6.6% | -45.3% | -54.1% |
| 1Y | -53.6% | +11.7% | -65.3% | -56.4% |
| All | -53.6% | +10.9% | -64.5% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling