-55.4%
BSX vs CNC
+129.2%
-184.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.3% | +1.8% |
| 7D | +2.0% | +3.5% | -1.5% | +2.0% |
| 30D | +0.1% | +0.1% | +0.1% | +0.1% |
| 3M | -2.1% | +6.9% | -9.1% | -2.6% |
| 6M | -33.8% | +49.0% | -82.8% | -35.5% |
| YTD | -49.9% | +62.9% | -112.8% | -51.6% |
| 1Y | -55.4% | +134.0% | -189.4% | -58.2% |
| All | -55.4% | +129.2% | -184.6% | -58.2% |
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