-57.8%
BSX vs CSX
+49.3%
-107.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +3.7% | +6.0% | -2.2% | +2.7% |
| 30D | +3.1% | +7.8% | -4.7% | +2.2% |
| 3M | -14.2% | +4.1% | -18.3% | -14.9% |
| 6M | -16.4% | +17.9% | -34.3% | -17.7% |
| YTD | -53.5% | +44.9% | -98.4% | -53.2% |
| 1Y | -57.8% | +51.1% | -108.9% | -58.5% |
| All | -57.8% | +49.3% | -107.1% | -58.5% |
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