+63.9%
CSCO vs BSX
-55.6%
+119.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.5% |
| 7D | -0.7% | +2.0% | -2.7% | -0.7% |
| 30D | -10.1% | +0.1% | -10.2% | -10.1% |
| 3M | -15.7% | -2.1% | -13.5% | -15.4% |
| 6M | +36.3% | -33.8% | +70.1% | +38.1% |
| YTD | +43.8% | -49.9% | +93.7% | +48.0% |
| 1Y | +63.9% | -55.4% | +119.4% | +65.7% |
| All | +63.9% | -55.6% | +119.5% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 1y: compounded portfolio wealth divided by compounded BSX 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…
1y analysis · Full analysis span regression · 6 months rolling