+419.0%
BSX vs CNQ
+5,432.5%
-5,013.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -16.4% | +6.2% | -22.6% | -17.7% |
| 3M | -8.9% | +12.4% | -21.2% | -11.6% |
| 6M | -38.3% | +9.0% | -47.3% | -39.9% |
| YTD | -54.9% | +52.2% | -107.1% | -59.6% |
| 1Y | -58.8% | +65.0% | -123.8% | -63.9% |
| 3Y | -21.2% | +78.8% | -100.1% | -33.6% |
| 5Y | -3.3% | +286.0% | -289.3% | -34.5% |
| 10Y | +82.8% | +420.7% | -337.9% | +3.6% |
| All | +419.0% | +5,432.5% | -5,013.5% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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