-1.2%
BSX vs CPRT
-9.0%
+7.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.3% | -2.6% | -4.9% |
| 7D | -6.4% | +0.4% | -6.8% | -6.6% |
| 30D | -8.8% | +9.9% | -18.7% | -11.6% |
| 3M | -7.6% | +5.6% | -13.3% | -9.6% |
| 6M | -37.0% | -13.6% | -23.3% | -34.5% |
| YTD | -52.8% | -16.7% | -36.1% | -50.7% |
| 1Y | -58.4% | -33.1% | -25.3% | -53.4% |
| 3Y | -16.5% | -27.1% | +10.6% | -11.4% |
| 5Y | -1.2% | -9.9% | +8.7% | -8.7% |
| All | -1.2% | -9.0% | +7.8% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 5y: compounded portfolio wealth divided by compounded CPRT 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…
5y analysis · Full analysis span regression · 6 months rolling