-55.4%
BSX vs CMI
+45.0%
-100.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +2.1% |
| 7D | +2.0% | -0.7% | +2.8% | +1.9% |
| 30D | +0.1% | -13.4% | +13.6% | -1.8% |
| 3M | -2.1% | -17.0% | +14.8% | -4.4% |
| 6M | -33.8% | -1.6% | -32.2% | -34.7% |
| YTD | -49.9% | +11.0% | -60.9% | -50.2% |
| 1Y | -55.4% | +41.9% | -97.4% | -54.0% |
| All | -55.4% | +45.0% | -100.4% | -54.0% |
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