+101.6%
BSX vs CVE
+136.7%
-35.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | -0.7% | -10.1% | +9.4% | +0.8% |
| 30D | +3.0% | -12.1% | +15.1% | +4.7% |
| 3M | -10.7% | -1.9% | -8.9% | -11.0% |
| 6M | -18.4% | -1.8% | -16.5% | -18.8% |
| YTD | -53.8% | +65.8% | -119.6% | -58.2% |
| 1Y | -56.0% | +60.8% | -116.8% | -59.9% |
| 3Y | -14.4% | +70.1% | -84.5% | -24.4% |
| 5Y | +2.9% | +134.8% | -131.9% | -17.6% |
| 10Y | +101.6% | +130.1% | -28.5% | +25.2% |
| All | +101.6% | +136.7% | -35.1% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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