+29,088.8%
CSCO vs BSX
+958.4%
+28,130.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +1.4% |
| 7D | -0.5% | -6.4% | +5.9% | +1.1% |
| 30D | -10.1% | -8.8% | -1.3% | -8.2% |
| 3M | -11.7% | -7.6% | -4.1% | -10.5% |
| 6M | +40.1% | -37.0% | +77.1% | +54.9% |
| YTD | +43.8% | -52.8% | +96.6% | +69.7% |
| 1Y | +66.6% | -58.4% | +125.0% | +102.6% |
| 3Y | +108.5% | -16.5% | +125.0% | +111.3% |
| 5Y | +114.0% | -1.2% | +115.1% | +106.4% |
| 10Y | +366.8% | +83.7% | +283.1% | +283.7% |
| All | +29,088.8% | +958.4% | +28,130.5% | +13,009.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling