-53.6%
BSX vs MA
+24.3%
-77.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.9% | +1.4% | +4.2% |
| 7D | +8.0% | +10.2% | -2.2% | +5.3% |
| 30D | +8.1% | +19.3% | -11.3% | +3.7% |
| 3M | -6.7% | +18.0% | -24.6% | -10.3% |
| 6M | -19.4% | +33.7% | -53.1% | -24.5% |
| YTD | -51.9% | +18.6% | -70.5% | -53.3% |
| 1Y | -53.6% | +22.5% | -76.1% | -55.2% |
| All | -53.6% | +24.3% | -77.9% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling