-17.7%
BSX vs CRL
+99.6%
-117.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -2.0% |
| 7D | -1.0% | +8.9% | -9.9% | -1.5% |
| 30D | +2.1% | +14.0% | -11.9% | +0.8% |
| 3M | -14.0% | +19.8% | -33.9% | -15.5% |
| 6M | -18.3% | +102.0% | -120.3% | -23.1% |
| YTD | -53.6% | +70.8% | -124.5% | -55.8% |
| 1Y | -57.6% | +98.7% | -156.3% | -60.2% |
| All | -17.7% | +99.6% | -117.3% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling