OBJECTIVES: To explain the concept of the policy relevant portion of the efficient frontier and why it is especially relevant in the case of cost-effectiveness analyses (CEAs) of screening interventions. METHODS: We use examples of cost and effects estimates from published CEAs in cancer screening literature to examine the shape of the efficient frontier and to explain how it is determined by the screening strategies analysts choose to assess. In particular, we consider the shape of the efficient frontier in the context of the cost-effectiveness threshold to show which portion of the frontier contains those strategies most relevant from the cost-effectiveness perspective. RESULTS: The published studies show how analyses that consider a broad range of screening strategies with considerable variation in the screening interval can yield efficient frontiers with ICERs that increase from below the threshold to above it. We describe the part of the efficient frontier with incremental cost-effectiveness ratios closest to the threshold as the policy-relevant portion, as this contains the most-effective strategies that approach acceptable cost-effectiveness and therefore should be of most interest to policy makers. Examples from the literature also show how the inclusion of insufficient comparator strategies leads to the under estimation of ICERs or to the mis-identification of inefficient strategies as efficient. The selected examples show how this leads to the mis-identification of the policy-relevant portion of the efficient frontier. CONCLUSIONS: Analysts should be aware how the choice of which strategies are simulated influences the estimated efficient frontier and, in turn, which strategies are found to be policy relevant. If possible, CEAs should include a sufficiently broad range of screening interventions to ensure that all the relevant comparator strategies for the policy-relevant portion of the efficient frontier are included.