+950.6%
BSX vs CRS
+8,907.9%
-7,957.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.5% | -2.4% | -5.1% |
| 7D | -6.4% | -3.1% | -3.4% | -5.8% |
| 30D | -8.8% | -19.6% | +10.8% | -4.3% |
| 3M | -7.6% | -8.1% | +0.4% | -6.7% |
| 6M | -37.0% | +18.6% | -55.5% | -40.4% |
| YTD | -52.8% | +45.9% | -98.7% | -57.6% |
| 1Y | -58.4% | +82.5% | -140.9% | -65.0% |
| 3Y | -16.5% | +648.9% | -665.4% | -51.4% |
| 5Y | -1.2% | +1,438.1% | -1,439.3% | -53.8% |
| 10Y | +83.7% | +1,327.0% | -1,243.2% | -22.4% |
| All | +950.6% | +8,907.9% | -7,957.3% | +157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling