-57.6%
BSX vs CP
+33.3%
-90.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -2.9% | -2.2% |
| 7D | -1.0% | +0.9% | -1.9% | -1.1% |
| 30D | +2.1% | +10.3% | -8.3% | +1.2% |
| 3M | -14.0% | +2.3% | -16.3% | -14.6% |
| 6M | -18.3% | +10.7% | -29.0% | -18.7% |
| YTD | -53.6% | +29.3% | -83.0% | -51.1% |
| 1Y | -57.6% | +31.5% | -89.0% | -55.7% |
| All | -57.6% | +33.3% | -90.8% | -55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling