+112.6%
BSX vs MA
+558.8%
-446.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -1.4% |
| 7D | -1.0% | -0.5% | -0.5% | -0.7% |
| 30D | +2.1% | +7.9% | -5.8% | -1.9% |
| 3M | -14.0% | +16.8% | -30.8% | -20.9% |
| 6M | -18.3% | +31.0% | -49.3% | -29.4% |
| YTD | -53.6% | +15.0% | -68.7% | -57.4% |
| 1Y | -57.6% | +17.0% | -74.6% | -61.4% |
| 3Y | -14.3% | +68.5% | -82.7% | -37.1% |
| 5Y | +5.1% | +85.0% | -79.9% | -28.9% |
| All | +112.6% | +558.8% | -446.2% | -26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling