-59.0%
BSX vs CNH
+20.2%
-79.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.3% | -4.2% |
| 7D | -8.2% | -2.5% | -5.7% | -8.2% |
| 30D | -15.8% | +27.0% | -42.8% | -14.5% |
| 3M | -10.8% | +32.6% | -43.5% | -9.0% |
| 6M | -38.4% | +23.6% | -62.0% | -37.7% |
| YTD | -54.8% | +47.8% | -102.6% | -55.4% |
| 1Y | -59.0% | +21.3% | -80.3% | -58.6% |
| All | -59.0% | +20.2% | -79.2% | -58.6% |
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