+1,016.5%
BSX vs CPB
+253.6%
+762.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +2.8% |
| 7D | +2.0% | -8.6% | +10.6% | +4.7% |
| 30D | +0.1% | -7.2% | +7.4% | +2.2% |
| 3M | -2.1% | +0.9% | -3.0% | -2.8% |
| 6M | -33.8% | -11.8% | -22.0% | -31.9% |
| YTD | -49.9% | -19.4% | -30.5% | -47.4% |
| 1Y | -55.4% | -30.4% | -25.1% | -51.2% |
| 3Y | -10.9% | -40.2% | +29.3% | -0.2% |
| 5Y | +6.4% | -39.5% | +45.9% | +16.7% |
| 10Y | +97.0% | -47.4% | +144.4% | +113.7% |
| All | +1,016.5% | +253.6% | +762.9% | +406.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling