+81.0%
BSX vs CNI
+138.2%
-57.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -10.1% | -0.4% | -9.7% | -9.9% |
| 30D | -16.4% | -2.7% | -13.7% | -15.4% |
| 3M | -8.9% | +3.9% | -12.8% | -10.7% |
| 6M | -38.3% | +16.4% | -54.6% | -43.0% |
| YTD | -54.9% | +25.8% | -80.7% | -60.2% |
| 1Y | -58.8% | +32.4% | -91.2% | -64.7% |
| 3Y | -21.2% | +19.1% | -40.3% | -30.8% |
| 5Y | -3.3% | +13.6% | -16.9% | -14.9% |
| All | +81.0% | +138.2% | -57.2% | +0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling