+276.5%
BSX vs CNH
+36.9%
+239.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.1% |
| 7D | -1.0% | +6.4% | -7.4% | -2.6% |
| 30D | +2.1% | -1.6% | +3.7% | +2.2% |
| 3M | -14.0% | +11.6% | -25.6% | -16.9% |
| 6M | -18.3% | +12.5% | -30.8% | -21.8% |
| YTD | -53.6% | +31.1% | -84.7% | -58.0% |
| 1Y | -57.6% | +17.0% | -74.5% | -60.4% |
| 3Y | -14.3% | +28.7% | -43.0% | -25.1% |
| 5Y | +5.1% | -17.4% | +22.5% | +1.5% |
| 10Y | +105.6% | +105.0% | +0.6% | +43.2% |
| All | +276.5% | +36.9% | +239.6% | +166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling