+113.3%
BSX vs CNP
+146.5%
-33.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +3.7% | +1.3% | +2.4% | +3.2% |
| 30D | +3.1% | +3.8% | -0.7% | +1.4% |
| 3M | -14.2% | +2.4% | -16.6% | -15.3% |
| 6M | -16.4% | -1.2% | -15.3% | -16.4% |
| YTD | -53.5% | +9.3% | -62.8% | -55.6% |
| 1Y | -57.8% | +6.4% | -64.2% | -59.2% |
| 3Y | -17.4% | +66.4% | -83.8% | -34.7% |
| 5Y | +5.4% | +75.7% | -70.3% | -19.6% |
| All | +113.3% | +146.5% | -33.2% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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