+932.4%
BSX vs CPB
+269.7%
+662.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.7% |
| 7D | -1.0% | -5.8% | +4.8% | +0.8% |
| 30D | +2.1% | +16.5% | -14.4% | -2.5% |
| 3M | -14.0% | -1.1% | -12.9% | -14.0% |
| 6M | -18.3% | +11.5% | -29.8% | -21.4% |
| YTD | -53.6% | -15.7% | -37.9% | -52.0% |
| 1Y | -57.6% | -24.7% | -32.9% | -54.6% |
| 3Y | -14.3% | -37.3% | +23.0% | -5.4% |
| 5Y | +5.1% | -35.0% | +40.1% | +12.6% |
| 10Y | +105.6% | -41.0% | +146.6% | +113.9% |
| All | +932.4% | +269.7% | +662.7% | +361.6% |
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