+2.9%
BSX vs CP
+27.1%
-24.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.4% |
| 7D | -0.7% | +2.8% | -3.5% | -1.4% |
| 30D | +3.0% | +11.3% | -8.3% | +0.2% |
| 3M | -10.7% | +2.9% | -13.6% | -11.4% |
| 6M | -18.4% | +9.8% | -28.1% | -20.4% |
| YTD | -53.8% | +28.5% | -82.4% | -57.1% |
| 1Y | -56.0% | +33.5% | -89.5% | -59.6% |
| 3Y | -14.4% | +31.9% | -46.3% | -23.6% |
| 5Y | +2.9% | +25.5% | -22.6% | -6.8% |
| All | +2.9% | +27.1% | -24.2% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling