+81.0%
BSX vs COR
+406.5%
-325.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -10.1% | -2.8% | -7.2% | -9.1% |
| 30D | -16.4% | +2.6% | -19.0% | -17.1% |
| 3M | -8.9% | +14.5% | -23.3% | -13.2% |
| 6M | -38.3% | -7.8% | -30.5% | -37.2% |
| YTD | -54.9% | -4.2% | -50.7% | -54.6% |
| 1Y | -58.8% | +7.0% | -65.8% | -60.2% |
| 3Y | -21.2% | +85.5% | -106.7% | -38.1% |
| 5Y | -3.3% | +181.2% | -184.5% | -35.1% |
| All | +81.0% | +406.5% | -325.5% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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