-37.5%
BSX vs CTVA
+10.7%
-48.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.2% |
| 7D | -7.0% | -5.8% | -1.2% | -8.0% |
| 30D | -10.9% | +11.1% | -22.0% | -8.6% |
| 3M | -8.2% | +13.2% | -21.4% | -2.5% |
| 6M | -37.5% | +8.7% | -46.2% | -36.2% |
| All | -37.5% | +10.7% | -48.2% | -36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling