-19.0%
BSX vs CSX
+68.4%
-87.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.4% | -0.9% | -3.6% |
| 7D | +1.8% | -5.5% | +7.4% | +2.9% |
| 30D | +2.8% | +4.9% | -2.1% | +2.2% |
| 3M | -13.3% | -2.9% | -10.4% | -12.9% |
| 6M | -23.7% | +8.3% | -32.0% | -24.7% |
| YTD | -55.2% | +36.7% | -91.9% | -57.5% |
| 1Y | -56.8% | +41.5% | -98.3% | -59.4% |
| 3Y | -19.0% | +68.6% | -87.7% | -26.2% |
| All | -19.0% | +68.4% | -87.5% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling