+1,016.5%
BSX vs CP
+10,374.9%
-9,358.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +2.0% | -2.7% | +4.7% | +2.9% |
| 30D | +0.1% | +0.2% | 0.0% | 0.0% |
| 3M | -2.1% | +2.6% | -4.7% | -3.1% |
| 6M | -33.8% | +6.0% | -39.8% | -35.4% |
| YTD | -49.9% | +24.9% | -74.8% | -54.1% |
| 1Y | -55.4% | +20.1% | -75.6% | -58.7% |
| 3Y | -10.9% | +16.4% | -27.2% | -18.0% |
| 5Y | +6.4% | +31.7% | -25.3% | -7.5% |
| 10Y | +97.0% | +223.9% | -126.8% | +24.9% |
| All | +1,016.5% | +10,374.9% | -9,358.4% | +169.3% |
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