-53.6%
BSX vs CNI
+37.5%
-91.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.1% | +3.2% | +5.1% |
| 7D | +8.0% | +3.7% | +4.2% | +7.6% |
| 30D | +8.1% | +8.1% | 0.0% | +7.6% |
| 3M | -6.7% | +1.9% | -8.5% | -7.0% |
| 6M | -19.4% | +19.2% | -38.6% | -19.3% |
| YTD | -51.9% | +32.7% | -84.7% | -49.8% |
| 1Y | -53.6% | +37.0% | -90.6% | -52.2% |
| All | -53.6% | +37.5% | -91.2% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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