+1.1%
BSX vs M
+19.2%
-18.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.1% | +0.3% |
| 7D | -7.0% | -4.1% | -3.0% | -6.7% |
| 30D | -10.9% | -13.6% | +2.7% | -9.8% |
| 3M | -8.2% | -2.3% | -5.9% | -8.1% |
| 6M | -37.5% | +21.9% | -59.4% | -38.6% |
| YTD | -52.8% | -0.6% | -52.3% | -53.0% |
| 1Y | -58.4% | +29.7% | -88.1% | -59.6% |
| 3Y | -16.5% | +107.3% | -123.8% | -24.4% |
| All | +1.1% | +19.2% | -18.1% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling