+642.5%
BSX vs COR
+17,545.2%
-16,902.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.3% |
| 7D | +2.0% | +2.8% | -0.7% | +1.3% |
| 30D | +0.1% | +4.5% | -4.4% | -1.1% |
| 3M | -2.1% | +22.7% | -24.8% | -7.3% |
| 6M | -33.8% | -9.7% | -24.1% | -32.6% |
| YTD | -49.9% | -1.4% | -48.4% | -50.0% |
| 1Y | -55.4% | +13.9% | -69.4% | -57.2% |
| 3Y | -10.9% | +94.0% | -104.8% | -25.8% |
| 5Y | +6.4% | +184.0% | -177.6% | -19.9% |
| 10Y | +97.0% | +406.8% | -309.7% | +25.2% |
| All | +642.5% | +17,545.2% | -16,902.7% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling