+25,570.4%
CSCO vs BSX
+943.3%
+24,627.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.6% | -6.3% |
| 7D | +1.9% | +3.7% | -1.8% | +1.0% |
| 30D | -15.8% | +3.1% | -19.0% | -16.7% |
| 3M | -15.4% | -14.2% | -1.2% | -12.7% |
| 6M | -5.4% | -16.4% | +11.0% | -2.4% |
| YTD | +26.5% | -53.5% | +80.0% | +49.2% |
| 1Y | +25.9% | -57.8% | +83.6% | +52.0% |
| 3Y | +97.5% | -17.4% | +115.0% | +100.2% |
| 5Y | +93.0% | +5.4% | +87.6% | +82.6% |
| 10Y | +308.6% | +106.2% | +202.4% | +226.2% |
| All | +25,570.4% | +943.3% | +24,627.1% | +11,422.6% |
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