+164.0%
BSX vs CSGP
+3,334.4%
-3,170.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.3% |
| 7D | +2.0% | -4.1% | +6.1% | +2.8% |
| 30D | +0.1% | +2.3% | -2.2% | -0.4% |
| 3M | -2.1% | -8.2% | +6.0% | -0.9% |
| 6M | -33.8% | -35.1% | +1.3% | -28.7% |
| YTD | -49.9% | -54.0% | +4.2% | -42.9% |
| 1Y | -55.4% | -65.3% | +9.9% | -46.7% |
| 3Y | -10.9% | -62.6% | +51.7% | +3.9% |
| 5Y | +6.4% | -64.8% | +71.2% | +23.3% |
| 10Y | +97.0% | +45.1% | +51.9% | +80.0% |
| All | +164.0% | +3,334.4% | -3,170.5% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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