-58.4%
BSX vs CSX
+52.7%
-111.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.8% |
| 7D | -6.4% | +0.6% | -7.1% | -6.5% |
| 30D | -8.8% | -2.3% | -6.5% | -8.6% |
| 3M | -7.6% | +4.3% | -11.9% | -8.1% |
| 6M | -37.0% | +23.4% | -60.3% | -37.6% |
| YTD | -52.8% | +36.4% | -89.2% | -53.4% |
| 1Y | -58.4% | +53.0% | -111.4% | -59.6% |
| All | -58.4% | +52.7% | -111.1% | -59.6% |
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 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