-55.4%
BSX vs CNH
+29.2%
-84.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +2.0% |
| 7D | +2.0% | +23.3% | -21.2% | +3.1% |
| 30D | +0.1% | +33.5% | -33.3% | +1.7% |
| 3M | -2.1% | +32.7% | -34.9% | -0.6% |
| 6M | -33.8% | +22.2% | -56.0% | -33.7% |
| YTD | -49.9% | +57.7% | -107.6% | -50.6% |
| 1Y | -55.4% | +28.0% | -83.4% | -54.5% |
| All | -55.4% | +29.2% | -84.7% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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