+1,031.5%
BSX vs CPRT
+22,655.6%
-21,624.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -2.0% |
| 7D | -1.0% | -1.5% | +0.5% | -0.7% |
| 30D | +2.1% | +21.4% | -19.3% | -1.6% |
| 3M | -14.0% | +10.4% | -24.4% | -15.8% |
| 6M | -18.3% | -4.3% | -14.0% | -17.8% |
| YTD | -53.6% | -18.3% | -35.4% | -52.1% |
| 1Y | -57.6% | -22.5% | -35.1% | -55.7% |
| 3Y | -14.3% | -34.3% | +20.1% | -8.4% |
| 5Y | +5.1% | -17.8% | +22.8% | +6.7% |
| 10Y | +105.6% | +373.5% | -267.9% | +55.7% |
| All | +1,031.5% | +22,655.6% | -21,624.0% | +476.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling