+81.0%
BSX vs CPAY
+155.2%
-74.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -10.1% | -2.0% | -8.1% | -9.4% |
| 30D | -16.4% | -0.4% | -16.1% | -16.4% |
| 3M | -8.9% | +16.4% | -25.2% | -13.7% |
| 6M | -38.3% | +23.5% | -61.8% | -43.3% |
| YTD | -54.9% | +35.7% | -90.6% | -60.5% |
| 1Y | -58.8% | +30.2% | -89.0% | -63.6% |
| 3Y | -21.2% | +49.7% | -70.9% | -36.2% |
| 5Y | -3.3% | +56.6% | -59.9% | -25.2% |
| All | +81.0% | +155.2% | -74.2% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling