-21.0%
BSX vs CRL
+36.0%
-57.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -4.0% |
| 7D | -8.2% | -6.9% | -1.3% | -7.6% |
| 30D | -15.8% | -3.2% | -12.6% | -15.6% |
| 3M | -10.8% | +46.5% | -57.4% | -13.8% |
| 6M | -38.4% | +63.1% | -101.5% | -41.2% |
| YTD | -54.8% | +36.9% | -91.7% | -56.2% |
| 1Y | -59.0% | +78.1% | -137.2% | -61.5% |
| All | -21.0% | +36.0% | -57.0% | -26.0% |
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