-3.1%
BSX vs CNH
+8.8%
-11.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.3% | -3.8% |
| 7D | -8.2% | -2.5% | -5.7% | -7.9% |
| 30D | -15.8% | +27.0% | -42.8% | -18.3% |
| 3M | -10.8% | +32.6% | -43.5% | -14.2% |
| 6M | -38.4% | +23.6% | -62.0% | -40.4% |
| YTD | -54.8% | +47.8% | -102.6% | -57.9% |
| 1Y | -59.0% | +21.3% | -80.3% | -60.5% |
| 3Y | -20.0% | +7.0% | -27.0% | -22.2% |
| 5Y | -3.1% | +10.2% | -13.2% | -10.0% |
| All | -3.1% | +8.8% | -11.9% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling