+117.4%
CSCO vs BSX
-1.0%
+118.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | 0.0% | -7.0% | +7.0% | +1.5% |
| 30D | -10.7% | -10.9% | +0.2% | -8.6% |
| 3M | -8.7% | -8.2% | -0.6% | -7.3% |
| 6M | +44.9% | -37.5% | +82.4% | +61.3% |
| YTD | +44.1% | -52.8% | +97.0% | +73.5% |
| 1Y | +65.9% | -58.4% | +124.3% | +108.4% |
| 3Y | +109.0% | -16.5% | +125.5% | +102.0% |
| All | +117.4% | -1.0% | +118.4% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling