+954.1%
BSX vs CP
+10,646.4%
-9,692.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.5% | -0.7% | -0.8% | -1.2% |
| 30D | +2.9% | +9.6% | -6.7% | -0.2% |
| 3M | -11.8% | +2.2% | -14.1% | -12.5% |
| 6M | -15.4% | +11.1% | -26.5% | -18.6% |
| YTD | -52.7% | +28.2% | -80.8% | -57.0% |
| 1Y | -56.0% | +32.2% | -88.1% | -60.4% |
| 3Y | -12.5% | +35.5% | -48.0% | -23.5% |
| 5Y | +7.6% | +26.8% | -19.2% | -5.0% |
| 10Y | +109.9% | +256.9% | -147.0% | +29.1% |
| All | +954.1% | +10,646.4% | -9,692.3% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling