+7.3%
BSX vs M
-3.3%
+10.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | +3.7% | +7.0% | -3.3% | +3.0% |
| 30D | +3.1% | +8.9% | -5.8% | +2.3% |
| 3M | -14.2% | +4.5% | -18.7% | -14.6% |
| 6M | -16.4% | +36.2% | -52.6% | -18.9% |
| YTD | -53.5% | +15.1% | -68.6% | -54.3% |
| 1Y | -57.8% | +27.4% | -85.2% | -58.9% |
| 3Y | -17.4% | +160.1% | -177.6% | -27.6% |
| All | +7.3% | -3.3% | +10.5% | +2.1% |
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