-1.0%
BSX vs CNP
+70.6%
-71.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.2% |
| 7D | -7.0% | +0.7% | -7.7% | -7.3% |
| 30D | -10.9% | -0.1% | -10.8% | -11.0% |
| 3M | -8.2% | -5.6% | -2.5% | -6.6% |
| 6M | -37.5% | -7.5% | -30.0% | -36.1% |
| YTD | -52.8% | +5.5% | -58.3% | -53.9% |
| 1Y | -58.4% | +8.3% | -66.8% | -59.8% |
| 3Y | -16.5% | +51.8% | -68.3% | -28.6% |
| 5Y | -1.0% | +69.9% | -70.9% | -18.5% |
| All | -1.0% | +70.6% | -71.6% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling