-2.5%
BSX vs CRS
+1,380.1%
-1,382.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.9% |
| 7D | -8.2% | -4.1% | -4.1% | -7.7% |
| 30D | -15.8% | -16.6% | +0.8% | -13.9% |
| 3M | -10.8% | -14.3% | +3.4% | -9.6% |
| 6M | -38.4% | +11.6% | -50.0% | -40.1% |
| YTD | -54.8% | +42.6% | -97.4% | -57.7% |
| 1Y | -59.0% | +81.8% | -140.9% | -63.3% |
| 3Y | -20.0% | +632.1% | -652.1% | -43.5% |
| All | -2.5% | +1,380.1% | -1,382.6% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling