+259.8%
BSX vs CNC
+5,287.0%
-5,027.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -7.0% | -4.9% | -2.2% | -6.1% |
| 30D | -10.9% | -3.8% | -7.1% | -10.3% |
| 3M | -8.2% | -3.2% | -4.9% | -8.0% |
| 6M | -37.5% | +47.9% | -85.3% | -43.0% |
| YTD | -52.8% | +55.7% | -108.5% | -57.6% |
| 1Y | -58.4% | +106.2% | -164.7% | -64.9% |
| 3Y | -16.5% | -2.1% | -14.5% | -21.9% |
| 5Y | -1.0% | +3.4% | -4.4% | -9.6% |
| 10Y | +91.2% | +91.7% | -0.4% | +50.9% |
| All | +259.8% | +5,287.0% | -5,027.1% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling