-16.0%
BSX vs CVE
+70.2%
-86.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.9% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +2.9% | -10.8% | +13.8% | +3.2% |
| 3M | -11.8% | -4.3% | -7.5% | -12.1% |
| 6M | -15.4% | -1.5% | -14.0% | -16.0% |
| YTD | -52.7% | +70.7% | -123.4% | -55.0% |
| 1Y | -56.0% | +58.1% | -114.1% | -57.8% |
| All | -16.0% | +70.2% | -86.2% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling