+219.2%
CVX vs BSX
+83.9%
+135.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +2.6% | -10.1% | +12.7% | +6.7% |
| 30D | +9.8% | -16.4% | +26.2% | +17.1% |
| 3M | +16.2% | -8.9% | +25.1% | +19.5% |
| 6M | +13.6% | -38.3% | +51.9% | +34.5% |
| YTD | +44.4% | -54.9% | +99.3% | +92.3% |
| 1Y | +40.6% | -58.8% | +99.4% | +94.5% |
| 3Y | +48.2% | -21.2% | +69.4% | +46.9% |
| 5Y | +172.3% | -3.3% | +175.6% | +135.2% |
| All | +219.2% | +83.9% | +135.3% | +119.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling