+81.5%
BSX vs CRL
+249.3%
-167.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.6% |
| 7D | -8.2% | -6.9% | -1.3% | -6.5% |
| 30D | -15.8% | -3.2% | -12.6% | -15.1% |
| 3M | -10.8% | +46.5% | -57.4% | -19.7% |
| 6M | -38.4% | +63.1% | -101.5% | -46.7% |
| YTD | -54.8% | +36.9% | -91.7% | -59.3% |
| 1Y | -59.0% | +78.1% | -137.2% | -66.0% |
| 3Y | -20.0% | +36.7% | -56.7% | -33.0% |
| 5Y | -3.1% | -38.1% | +35.0% | +8.0% |
| All | +81.5% | +249.3% | -167.9% | -10.1% |
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