-16.5%
BSX vs CMS
+35.3%
-51.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.5% | -6.4% | -6.0% |
| 7D | -6.4% | +1.2% | -7.7% | -6.7% |
| 30D | -8.8% | -3.2% | -5.6% | -8.2% |
| 3M | -7.6% | -2.2% | -5.4% | -7.1% |
| 6M | -37.0% | -9.4% | -27.5% | -35.7% |
| YTD | -52.8% | +0.7% | -53.5% | -52.8% |
| 1Y | -58.4% | +0.4% | -58.8% | -58.3% |
| 3Y | -16.5% | +35.2% | -51.7% | -19.4% |
| All | -16.5% | +35.3% | -51.8% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling