+478.0%
BSX vs CVE
+89.9%
+388.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | +2.0% | +2.5% | -0.5% | +1.6% |
| 30D | +0.1% | +16.7% | -16.6% | -2.8% |
| 3M | -2.1% | +9.3% | -11.4% | -4.1% |
| 6M | -33.8% | +43.6% | -77.4% | -38.5% |
| YTD | -49.9% | +93.6% | -143.5% | -56.2% |
| 1Y | -55.4% | +98.8% | -154.2% | -61.4% |
| 3Y | -10.9% | +73.6% | -84.4% | -22.5% |
| 5Y | +6.4% | +312.5% | -306.1% | -26.0% |
| 10Y | +97.0% | +161.0% | -64.0% | +26.5% |
| All | +478.0% | +89.9% | +388.1% | +308.6% |
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 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