-16.5%
BSX vs CVE
+75.1%
-91.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.5% | -8.4% | -6.0% |
| 7D | -6.4% | +0.2% | -6.6% | -6.5% |
| 30D | -8.8% | +17.5% | -26.3% | -9.7% |
| 3M | -7.6% | +16.2% | -23.8% | -8.7% |
| 6M | -37.0% | +47.8% | -84.7% | -38.6% |
| YTD | -52.8% | +98.5% | -151.3% | -55.2% |
| 1Y | -58.4% | +109.8% | -168.2% | -60.8% |
| 3Y | -16.5% | +75.5% | -92.0% | -24.8% |
| All | -16.5% | +75.1% | -91.6% | -24.8% |
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