+62.0%
CSCO vs BSX
-59.1%
+121.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.8% |
| 7D | -1.1% | -8.2% | +7.1% | -1.0% |
| 30D | -10.8% | -15.8% | +5.0% | -10.8% |
| 3M | -9.2% | -10.8% | +1.6% | -8.9% |
| 6M | +39.5% | -38.4% | +77.9% | +41.6% |
| YTD | +41.5% | -54.8% | +96.3% | +46.1% |
| All | +62.0% | -59.1% | +121.1% | +67.1% |
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