+108.4%
CSCO vs BSX
-16.8%
+125.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | 0.0% | -7.0% | +7.0% | +0.7% |
| 30D | -10.7% | -10.9% | +0.2% | -9.7% |
| 3M | -8.7% | -8.2% | -0.6% | -7.9% |
| 6M | +44.9% | -37.5% | +82.4% | +54.8% |
| YTD | +44.1% | -52.8% | +97.0% | +62.6% |
| 1Y | +65.9% | -58.4% | +124.3% | +93.7% |
| All | +108.4% | -16.8% | +125.2% | +125.7% |
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 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