+45.4%
CSCO vs BSX
-53.7%
+99.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.7% | +0.8% |
| 7D | -6.1% | +8.0% | -14.0% | -5.7% |
| 30D | -8.2% | +8.1% | -16.2% | -7.8% |
| 3M | -14.9% | -6.7% | -8.2% | -14.7% |
| 6M | +12.3% | -19.4% | +31.7% | +13.0% |
| YTD | +36.5% | -51.9% | +88.4% | +40.0% |
| 1Y | +45.4% | -53.6% | +99.0% | +50.1% |
| All | +45.4% | -53.7% | +99.1% | +50.1% |
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