-21.2%
BSX vs CRS
+612.2%
-633.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | -0.2% |
| 7D | -10.1% | -6.8% | -3.3% | -9.5% |
| 30D | -16.4% | -16.1% | -0.3% | -15.1% |
| 3M | -8.9% | -21.2% | +12.3% | -7.3% |
| 6M | -38.3% | +8.7% | -47.0% | -39.6% |
| YTD | -54.9% | +41.0% | -95.9% | -57.3% |
| 1Y | -58.8% | +82.7% | -141.5% | -62.5% |
| 3Y | -21.2% | +604.8% | -626.0% | -36.4% |
| All | -21.2% | +612.2% | -633.5% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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