+307.2%
BSX vs CNH
+64.7%
+242.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +0.9% |
| 7D | +2.0% | +23.3% | -21.2% | -3.0% |
| 30D | +0.1% | +33.5% | -33.3% | -6.8% |
| 3M | -2.1% | +32.7% | -34.9% | -9.2% |
| 6M | -33.8% | +22.2% | -56.0% | -37.8% |
| YTD | -49.9% | +57.7% | -107.6% | -56.3% |
| 1Y | -55.4% | +28.0% | -83.4% | -59.1% |
| 3Y | -10.9% | +11.5% | -22.4% | -17.7% |
| 5Y | +6.4% | +11.9% | -5.5% | -4.9% |
| 10Y | +97.0% | +162.8% | -65.8% | +30.3% |
| All | +307.2% | +64.7% | +242.5% | +177.0% |
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 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