+935.7%
BSX vs CPB
+281.4%
+654.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.6% |
| 7D | +3.7% | -1.6% | +5.3% | +4.2% |
| 30D | +3.1% | +19.2% | -16.1% | -2.2% |
| 3M | -14.2% | -0.9% | -13.3% | -14.2% |
| 6M | -16.4% | +15.2% | -31.7% | -20.4% |
| YTD | -53.5% | -13.1% | -40.4% | -52.3% |
| 1Y | -57.8% | -22.4% | -35.3% | -55.2% |
| 3Y | -17.4% | -35.3% | +17.9% | -9.7% |
| 5Y | +5.4% | -33.0% | +38.4% | +11.9% |
| 10Y | +106.2% | -39.2% | +145.4% | +112.6% |
| All | +935.7% | +281.4% | +654.3% | +358.7% |
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