-2.8%
BSX vs CRH
+93.9%
-96.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -10.1% | -6.1% | -4.0% | -8.6% |
| 30D | -16.4% | -9.3% | -7.1% | -14.3% |
| 3M | -8.9% | -15.2% | +6.3% | -5.2% |
| 6M | -38.3% | -14.2% | -24.1% | -36.5% |
| YTD | -54.9% | -28.3% | -26.7% | -51.5% |
| 1Y | -58.8% | -21.8% | -37.0% | -57.0% |
| 3Y | -21.2% | +71.6% | -92.8% | -38.4% |
| All | -2.8% | +93.9% | -96.7% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling