+1,123.7%
BSX vs CPRT
+23,878.7%
-22,755.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +2.0% | +2.2% | -0.2% | +1.6% |
| 30D | +0.1% | +16.6% | -16.5% | -2.9% |
| 3M | -2.1% | +9.6% | -11.7% | -4.1% |
| 6M | -33.8% | -11.1% | -22.7% | -32.5% |
| YTD | -49.9% | -13.9% | -36.0% | -48.7% |
| 1Y | -55.4% | -32.5% | -22.9% | -52.3% |
| 3Y | -10.9% | -25.0% | +14.2% | -7.1% |
| 5Y | +6.4% | -7.4% | +13.8% | +5.6% |
| 10Y | +97.0% | +422.0% | -324.9% | +46.7% |
| All | +1,123.7% | +23,878.7% | -22,755.0% | +516.6% |
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