-16.5%
BSX vs CNH
+7.5%
-24.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.6% | -0.3% | -5.7% |
| 7D | -6.4% | +8.8% | -15.2% | -6.7% |
| 30D | -8.8% | +24.7% | -33.4% | -9.4% |
| 3M | -7.6% | +27.3% | -35.0% | -8.4% |
| 6M | -37.0% | +23.2% | -60.1% | -37.4% |
| YTD | -52.8% | +48.9% | -101.8% | -54.2% |
| 1Y | -58.4% | +19.4% | -77.8% | -58.7% |
| 3Y | -16.5% | +7.8% | -24.3% | -14.7% |
| All | -16.5% | +7.5% | -24.0% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling