-53.6%
BSX vs CNC
+122.0%
-175.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +12.6% | -7.3% | +4.5% |
| 7D | +8.0% | +13.4% | -5.4% | +7.0% |
| 30D | +8.1% | +18.2% | -10.1% | +7.0% |
| 3M | -6.7% | +18.6% | -25.3% | -7.6% |
| 6M | -19.4% | +41.9% | -61.3% | -21.2% |
| YTD | -51.9% | +84.7% | -136.7% | -54.4% |
| 1Y | -53.6% | +110.5% | -164.1% | -56.8% |
| All | -53.6% | +122.0% | -175.6% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling