+91.2%
BSX vs CMS
+116.0%
-24.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -7.0% | +0.2% | -7.2% | -7.1% |
| 30D | -10.9% | -1.3% | -9.6% | -10.5% |
| 3M | -8.2% | -5.4% | -2.8% | -6.2% |
| 6M | -37.5% | -10.3% | -27.1% | -34.8% |
| YTD | -52.8% | -0.2% | -52.6% | -53.0% |
| 1Y | -58.4% | -0.9% | -57.5% | -58.5% |
| 3Y | -16.5% | +34.0% | -50.5% | -28.0% |
| 5Y | -1.0% | +23.6% | -24.5% | -12.8% |
| 10Y | +91.2% | +122.2% | -31.0% | +37.7% |
| All | +91.2% | +116.0% | -24.7% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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