+113.3%
BSX vs CRL
+350.3%
-237.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.5% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | +3.1% | +11.9% | -8.8% | -0.6% |
| 3M | -14.2% | +20.2% | -34.4% | -19.0% |
| 6M | -16.4% | +107.5% | -124.0% | -32.2% |
| YTD | -53.5% | +69.4% | -122.9% | -60.7% |
| 1Y | -57.8% | +99.7% | -157.5% | -66.0% |
| 3Y | -17.4% | +98.8% | -116.2% | -38.7% |
| 5Y | +5.4% | -12.4% | +17.8% | +4.3% |
| All | +113.3% | +350.3% | -237.0% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling