I don't know, but this is my interpretation (SPOILERS OBVIOUSLY):
A lot of what we see throughout the film is either entirely in her head or at the very least exaggerated. In order to become the Black Swan, in her head she has killed someone and doesn't care, which allows her to get into the role. So my take is that she probably has cut herself or hurt herself, but that it is not nearly as bad as we see, because it is only in her head that she thinks it is that bad which allows her to become the White Swan. I have other reasons for thinking this as well: (1) She takes the shard out before she goes on stage, but the blood doesn't start gushing for ages, and (2) the others don't seem that shocked or rushed when they see that she is hurt. Now it's possible that both these factors are simply weak story-telling and acting, but considering how strong the rest of the film is in these regards, I find that to be very unlikely.
That said, it's a bit of an open ending, and was probably intended to let us make our own interpretations. But that's mine anyway.