+97.5%
CSCO vs BSX
-17.1%
+114.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.6% | -6.3% |
| 7D | +1.9% | +3.7% | -1.8% | +1.6% |
| 30D | -15.8% | +3.1% | -19.0% | -16.1% |
| 3M | -15.4% | -14.2% | -1.2% | -14.1% |
| 6M | -5.4% | -16.4% | +11.0% | -3.7% |
| YTD | +26.5% | -53.5% | +80.0% | +43.1% |
| 1Y | +25.9% | -57.8% | +83.6% | +46.5% |
| 3Y | +97.5% | -17.4% | +115.0% | +140.2% |
| All | +97.5% | -17.1% | +114.7% | +140.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling