+11.7%
BSX vs CTVA
+208.7%
-197.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -10.1% | -4.5% | -5.6% | -8.8% |
| 30D | -16.4% | +11.3% | -27.7% | -19.1% |
| 3M | -8.9% | +12.3% | -21.2% | -12.7% |
| 6M | -38.3% | +7.2% | -45.4% | -40.3% |
| YTD | -54.9% | +26.0% | -80.9% | -58.7% |
| 1Y | -58.8% | +16.0% | -74.8% | -61.4% |
| 3Y | -21.2% | +73.9% | -95.1% | -37.1% |
| 5Y | -3.3% | +103.8% | -107.1% | -29.4% |
| All | +11.7% | +208.7% | -197.0% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling