+906.7%
BSX vs CMI
+13,458.0%
-12,551.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.3% | -3.9% |
| 7D | -8.2% | +0.8% | -9.0% | -8.4% |
| 30D | -15.8% | -12.8% | -3.0% | -12.6% |
| 3M | -10.8% | -12.4% | +1.6% | -8.3% |
| 6M | -38.4% | -0.9% | -37.5% | -39.3% |
| YTD | -54.8% | +8.9% | -63.7% | -57.0% |
| 1Y | -59.0% | +37.7% | -96.7% | -63.7% |
| 3Y | -20.0% | +148.9% | -168.8% | -41.3% |
| 5Y | -3.1% | +164.4% | -167.4% | -31.0% |
| 10Y | +83.3% | +506.9% | -423.6% | +1.4% |
| All | +906.7% | +13,458.0% | -12,551.2% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling