+81.0%
BSX vs CPB
-45.3%
+126.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -10.1% | -1.8% | -8.3% | -9.9% |
| 30D | -16.4% | -7.1% | -9.3% | -15.7% |
| 3M | -8.9% | -6.0% | -2.8% | -8.3% |
| 6M | -38.3% | -5.3% | -33.0% | -38.0% |
| YTD | -54.9% | -20.8% | -34.1% | -53.9% |
| 1Y | -58.8% | -33.8% | -25.0% | -57.0% |
| 3Y | -21.2% | -43.7% | +22.5% | -16.9% |
| 5Y | -3.3% | -40.7% | +37.4% | +0.8% |
| All | +81.0% | -45.3% | +126.3% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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