-2.5%
BSX vs CTVA
+104.4%
-106.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | -8.2% | -4.7% | -3.5% | -7.4% |
| 30D | -15.8% | +11.1% | -26.9% | -17.4% |
| 3M | -10.8% | +13.7% | -24.6% | -13.5% |
| 6M | -38.4% | +11.2% | -49.6% | -40.2% |
| YTD | -54.8% | +26.9% | -81.7% | -57.5% |
| 1Y | -59.0% | +18.8% | -77.9% | -61.0% |
| 3Y | -20.0% | +75.9% | -95.9% | -31.6% |
| All | -2.5% | +104.4% | -106.9% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling