-21.2%
BSX vs COF
+116.3%
-137.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -10.1% | -5.1% | -4.9% | -9.3% |
| 30D | -16.4% | -6.0% | -10.4% | -15.5% |
| 3M | -8.9% | +14.8% | -23.7% | -10.8% |
| 6M | -38.3% | +15.3% | -53.6% | -39.7% |
| YTD | -54.9% | -13.0% | -41.9% | -54.0% |
| 1Y | -58.8% | -5.7% | -53.1% | -58.8% |
| 3Y | -21.2% | +118.1% | -139.4% | -28.3% |
| All | -21.2% | +116.3% | -137.5% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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