+379.9%
CSCO vs BSX
+83.9%
+296.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.6% | +4.5% |
| 7D | +2.7% | -10.1% | +12.8% | +6.5% |
| 30D | -9.5% | -16.4% | +6.9% | -3.8% |
| 3M | -7.6% | -8.9% | +1.3% | -5.2% |
| 6M | +44.9% | -38.3% | +83.2% | +70.1% |
| YTD | +47.7% | -54.9% | +102.6% | +94.6% |
| 1Y | +69.1% | -58.8% | +127.9% | +130.9% |
| 3Y | +113.5% | -21.2% | +134.7% | +114.9% |
| 5Y | +122.8% | -3.3% | +126.1% | +99.8% |
| All | +379.9% | +83.9% | +296.0% | +232.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling