-21.2%
BSX vs CMI
+150.2%
-171.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.3% |
| 7D | -10.1% | -0.7% | -9.4% | -10.0% |
| 30D | -16.4% | -12.4% | -4.0% | -15.8% |
| 3M | -8.9% | -14.8% | +5.9% | -8.4% |
| 6M | -38.3% | +0.8% | -39.1% | -39.4% |
| YTD | -54.9% | +10.2% | -65.1% | -56.7% |
| 1Y | -58.8% | +37.4% | -96.2% | -62.2% |
| 3Y | -21.2% | +153.3% | -174.5% | -34.4% |
| All | -21.2% | +150.2% | -171.4% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling