+340.8%
BSX vs CRL
+1,379.5%
-1,038.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.3% |
| 7D | +2.0% | -1.0% | +3.1% | +2.3% |
| 30D | +0.1% | +10.7% | -10.5% | -2.7% |
| 3M | -2.1% | +55.3% | -57.4% | -14.1% |
| 6M | -33.8% | +60.7% | -94.5% | -43.2% |
| YTD | -49.9% | +44.6% | -94.5% | -56.0% |
| 1Y | -55.4% | +77.7% | -133.2% | -63.4% |
| 3Y | -10.9% | +37.6% | -48.5% | -26.1% |
| 5Y | +6.4% | -35.8% | +42.2% | +8.1% |
| 10Y | +97.0% | +241.7% | -144.7% | +13.3% |
| All | +340.8% | +1,379.5% | -1,038.7% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling