+944.1%
BSX vs CMS
+1,207.6%
-263.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | +4.6% | +7.4% | -2.8% | +2.5% |
| 3M | -11.4% | +1.9% | -13.3% | -11.9% |
| 6M | -17.1% | -2.3% | -14.8% | -16.6% |
| YTD | -53.1% | +3.0% | -56.1% | -53.6% |
| 1Y | -55.7% | -2.8% | -52.9% | -55.4% |
| 3Y | -13.3% | +37.9% | -51.2% | -21.7% |
| 5Y | +5.3% | +34.0% | -28.7% | -4.9% |
| 10Y | +104.3% | +138.1% | -33.8% | +57.3% |
| All | +944.1% | +1,207.6% | -263.6% | +467.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling