+16.9%
BSX vs CTVA
+216.1%
-199.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -5.2% |
| 7D | -6.4% | -2.1% | -4.4% | -5.8% |
| 30D | -8.8% | +12.0% | -20.8% | -11.9% |
| 3M | -7.6% | +13.5% | -21.1% | -11.7% |
| 6M | -37.0% | +12.1% | -49.1% | -39.8% |
| YTD | -52.8% | +29.0% | -81.8% | -57.1% |
| 1Y | -58.4% | +18.9% | -77.3% | -61.3% |
| 3Y | -16.5% | +78.9% | -95.4% | -34.0% |
| 5Y | -1.2% | +105.2% | -106.4% | -27.9% |
| All | +16.9% | +216.1% | -199.2% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling