-16.5%
BSX vs CP
+20.4%
-36.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.8% |
| 7D | -6.4% | +2.4% | -8.9% | -6.7% |
| 30D | -8.8% | -0.5% | -8.2% | -8.7% |
| 3M | -7.6% | +1.4% | -9.1% | -7.8% |
| 6M | -37.0% | +10.3% | -47.3% | -37.8% |
| YTD | -52.8% | +24.3% | -77.1% | -54.1% |
| 1Y | -58.4% | +20.4% | -78.9% | -59.3% |
| 3Y | -16.5% | +21.8% | -38.3% | -20.1% |
| All | -16.5% | +20.4% | -36.9% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling