+6.0%
BSX vs CSX
+65.9%
-59.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.6% |
| 7D | +2.0% | -3.4% | +5.4% | +3.0% |
| 30D | +0.1% | -3.1% | +3.2% | +0.9% |
| 3M | -2.1% | +7.2% | -9.3% | -4.2% |
| 6M | -33.8% | +16.2% | -50.0% | -36.8% |
| YTD | -49.9% | +37.5% | -87.4% | -54.6% |
| 1Y | -55.4% | +53.2% | -108.7% | -61.1% |
| 3Y | -10.9% | +68.2% | -79.1% | -26.9% |
| All | +6.0% | +65.9% | -59.9% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling