-2.8%
BSX vs CNC
+10.7%
-13.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.4% |
| 7D | -10.1% | -0.9% | -9.2% | -10.0% |
| 30D | -16.4% | -1.0% | -15.4% | -16.4% |
| 3M | -8.9% | +4.5% | -13.4% | -9.5% |
| 6M | -38.3% | +85.2% | -123.5% | -42.8% |
| YTD | -54.9% | +61.4% | -116.3% | -57.6% |
| 1Y | -58.8% | +94.9% | -153.7% | -62.3% |
| 3Y | -21.2% | 0.0% | -21.2% | -23.6% |
| All | -2.8% | +10.7% | -13.5% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling