+1,016.5%
BSX vs CSX
+5,207.5%
-4,191.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.5% |
| 7D | +2.0% | -3.4% | +5.4% | +3.2% |
| 30D | +0.1% | -3.1% | +3.2% | +1.1% |
| 3M | -2.1% | +7.2% | -9.3% | -4.6% |
| 6M | -33.8% | +16.2% | -50.0% | -37.3% |
| YTD | -49.9% | +37.5% | -87.4% | -55.2% |
| 1Y | -55.4% | +53.2% | -108.7% | -61.7% |
| 3Y | -10.9% | +68.2% | -79.1% | -26.8% |
| 5Y | +6.4% | +65.2% | -58.8% | -13.1% |
| 10Y | +97.0% | +504.1% | -407.1% | +3.9% |
| All | +1,016.5% | +5,207.5% | -4,191.0% | +192.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling