+1,016.5%
BSX vs CMS
+1,172.6%
-156.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +2.0% | +0.4% | +1.7% | +1.9% |
| 30D | +0.1% | -3.6% | +3.7% | +1.1% |
| 3M | -2.1% | -1.9% | -0.2% | -1.7% |
| 6M | -33.8% | -11.0% | -22.8% | -31.7% |
| YTD | -49.9% | +0.2% | -50.1% | -50.0% |
| 1Y | -55.4% | -1.3% | -54.1% | -55.4% |
| 3Y | -10.9% | +35.9% | -46.8% | -19.3% |
| 5Y | +6.4% | +23.1% | -16.7% | -1.6% |
| 10Y | +97.0% | +117.9% | -20.9% | +55.4% |
| All | +1,016.5% | +1,172.6% | -156.1% | +511.8% |
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