+7.3%
BSX vs COR
+203.9%
-196.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.6% | -0.8% |
| 7D | +3.7% | +7.8% | -4.1% | +0.9% |
| 30D | +3.1% | +7.0% | -3.9% | +0.7% |
| 3M | -14.2% | +16.3% | -30.5% | -18.6% |
| 6M | -16.4% | +41.3% | -57.7% | -26.0% |
| YTD | -53.5% | +7.1% | -60.6% | -54.8% |
| 1Y | -57.8% | -0.8% | -56.9% | -57.8% |
| 3Y | -17.4% | +85.0% | -102.4% | -36.2% |
| All | +7.3% | +203.9% | -196.6% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling