-53.6%
BSX vs CRH
-13.9%
-39.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.6% | -0.3% | +4.7% |
| 7D | +8.0% | +14.2% | -6.2% | +6.9% |
| 30D | +8.1% | +19.5% | -11.5% | +6.7% |
| 3M | -6.7% | +0.4% | -7.0% | -7.7% |
| 6M | -19.4% | -10.1% | -9.3% | -20.3% |
| YTD | -51.9% | -19.9% | -32.0% | -53.1% |
| 1Y | -53.6% | -14.8% | -38.8% | -54.9% |
| All | -53.6% | -13.9% | -39.8% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling