-53.6%
BSX vs CSX
+48.0%
-101.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.7% | +5.0% |
| 7D | +8.0% | +0.1% | +7.9% | +7.9% |
| 30D | +8.1% | +9.7% | -1.7% | +7.2% |
| 3M | -6.7% | +2.3% | -8.9% | -7.1% |
| 6M | -19.4% | +17.1% | -36.5% | -20.4% |
| YTD | -51.9% | +44.9% | -96.8% | -51.3% |
| 1Y | -53.6% | +47.1% | -100.7% | -53.2% |
| All | -53.6% | +48.0% | -101.6% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 1y: compounded portfolio wealth divided by compounded CSX 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…
1y analysis · Full analysis span regression · 6 months rolling