+416.9%
BSX vs CVE
+61.8%
+355.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.7% | -4.1% |
| 7D | +1.8% | -16.1% | +18.0% | +4.8% |
| 30D | +2.8% | -10.4% | +13.2% | +4.4% |
| 3M | -13.3% | -2.4% | -10.9% | -13.5% |
| 6M | -23.7% | -4.4% | -19.2% | -23.8% |
| YTD | -55.2% | +64.9% | -120.1% | -59.9% |
| 1Y | -56.8% | +66.0% | -122.9% | -61.5% |
| 3Y | -19.0% | +57.7% | -76.7% | -28.7% |
| 5Y | -0.9% | +144.7% | -145.7% | -23.5% |
| 10Y | +98.3% | +139.2% | -41.0% | +28.3% |
| All | +416.9% | +61.8% | +355.1% | +274.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling