-21.2%
BSX vs CVS
+60.9%
-82.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -10.1% | -2.2% | -7.9% | -10.0% |
| 30D | -16.4% | -0.1% | -16.4% | -16.4% |
| 3M | -8.9% | -5.2% | -3.7% | -8.6% |
| 6M | -38.3% | +26.9% | -65.2% | -39.4% |
| YTD | -54.9% | +22.1% | -77.0% | -55.6% |
| 1Y | -58.8% | +30.8% | -89.6% | -59.7% |
| 3Y | -21.2% | +54.4% | -75.6% | -25.3% |
| All | -21.2% | +60.9% | -82.1% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling