+91.2%
BSX vs CP
+224.3%
-133.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.5% |
| 7D | -7.0% | +0.6% | -7.6% | -7.3% |
| 30D | -10.9% | -0.5% | -10.4% | -10.8% |
| 3M | -8.2% | +0.1% | -8.2% | -8.3% |
| 6M | -37.5% | +7.8% | -45.3% | -39.8% |
| YTD | -52.8% | +22.9% | -75.7% | -57.5% |
| 1Y | -58.4% | +21.3% | -79.7% | -62.4% |
| 3Y | -16.5% | +20.4% | -36.9% | -26.7% |
| 5Y | -1.0% | +34.9% | -35.9% | -20.5% |
| 10Y | +91.2% | +233.3% | -142.1% | -3.2% |
| All | +91.2% | +224.3% | -133.1% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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