+104.3%
BSX vs CSX
+416.0%
-311.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.4% | +1.1% |
| 7D | +2.8% | +0.7% | +2.0% | +2.6% |
| 30D | +4.6% | +8.1% | -3.5% | +1.6% |
| 3M | -11.4% | +2.2% | -13.6% | -12.2% |
| 6M | -17.1% | +14.6% | -31.7% | -21.7% |
| YTD | -53.1% | +42.2% | -95.3% | -59.6% |
| 1Y | -55.7% | +47.3% | -103.0% | -62.4% |
| 3Y | -13.3% | +73.5% | -86.8% | -32.9% |
| 5Y | +5.3% | +54.1% | -48.8% | -15.7% |
| 10Y | +104.3% | +409.0% | -304.7% | +29.6% |
| All | +104.3% | +416.0% | -311.7% | +29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling