+81.5%
BSX vs M
-10.0%
+91.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.7% | +0.6% | -3.6% |
| 7D | -8.2% | -8.8% | +0.6% | -7.2% |
| 30D | -15.8% | -16.4% | +0.6% | -14.0% |
| 3M | -10.8% | -10.8% | 0.0% | -9.8% |
| 6M | -38.4% | +16.1% | -54.5% | -39.7% |
| YTD | -54.8% | -5.3% | -49.5% | -54.8% |
| 1Y | -59.0% | +24.9% | -83.9% | -60.5% |
| 3Y | -20.0% | +97.5% | -117.5% | -29.8% |
| 5Y | -3.1% | +20.4% | -23.4% | -13.2% |
| All | +81.5% | -10.0% | +91.4% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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