+81.0%
BSX vs CMI
+516.5%
-435.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -10.1% | -0.7% | -9.4% | -9.9% |
| 30D | -16.4% | -12.4% | -4.0% | -13.0% |
| 3M | -8.9% | -14.8% | +5.9% | -5.3% |
| 6M | -38.3% | +0.8% | -39.1% | -40.0% |
| YTD | -54.9% | +10.2% | -65.1% | -58.1% |
| 1Y | -58.8% | +37.4% | -96.2% | -65.0% |
| 3Y | -21.2% | +153.3% | -174.5% | -49.1% |
| 5Y | -3.3% | +167.6% | -170.9% | -40.6% |
| All | +81.0% | +516.5% | -435.5% | -25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling