-59.0%
BSX vs CPB
-33.6%
-25.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -3.9% |
| 7D | -8.2% | -5.4% | -2.8% | -7.9% |
| 30D | -15.8% | -7.8% | -8.0% | -15.4% |
| 3M | -10.8% | -6.9% | -3.9% | -10.8% |
| 6M | -38.4% | -12.2% | -26.2% | -38.6% |
| YTD | -54.8% | -21.1% | -33.7% | -55.2% |
| 1Y | -59.0% | -33.5% | -25.5% | -58.6% |
| All | -59.0% | -33.6% | -25.4% | -58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling