+136.1%
BSX vs CSGP
+3,294.4%
-3,158.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.7% | +0.4% | -3.4% |
| 7D | +1.8% | +1.3% | +0.6% | +1.7% |
| 30D | +2.8% | +10.7% | -7.9% | +0.7% |
| 3M | -13.3% | +3.3% | -16.6% | -14.2% |
| 6M | -23.7% | -10.3% | -13.3% | -22.6% |
| YTD | -55.2% | -54.6% | -0.6% | -49.0% |
| 1Y | -56.8% | -54.6% | -2.2% | -50.9% |
| 3Y | -19.0% | -60.3% | +41.3% | -6.9% |
| 5Y | -0.9% | -63.3% | +62.4% | +13.7% |
| 10Y | +98.3% | +66.5% | +31.8% | +77.0% |
| All | +136.1% | +3,294.4% | -3,158.4% | +70.2% |
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