+81.5%
BSX vs CVS
+42.0%
+39.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -8.2% | -2.0% | -6.2% | -7.8% |
| 30D | -15.8% | +1.9% | -17.7% | -16.2% |
| 3M | -10.8% | -2.2% | -8.7% | -10.6% |
| 6M | -38.4% | +26.7% | -65.1% | -42.4% |
| YTD | -54.8% | +22.9% | -77.7% | -57.6% |
| 1Y | -59.0% | +32.9% | -92.0% | -62.4% |
| 3Y | -20.0% | +62.3% | -82.3% | -32.8% |
| 5Y | -3.1% | +34.2% | -37.3% | -14.6% |
| All | +81.5% | +42.0% | +39.5% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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