+113.3%
BSX vs MA
+567.5%
-454.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.4% |
| 7D | +3.7% | +1.3% | +2.4% | +3.0% |
| 30D | +3.1% | +9.6% | -6.5% | -1.7% |
| 3M | -14.2% | +16.8% | -31.0% | -21.0% |
| 6M | -16.4% | +35.2% | -51.6% | -29.0% |
| YTD | -53.5% | +16.6% | -70.1% | -57.6% |
| 1Y | -57.8% | +19.8% | -77.5% | -62.1% |
| 3Y | -17.4% | +70.7% | -88.1% | -39.9% |
| 5Y | +5.4% | +87.4% | -82.0% | -29.1% |
| All | +113.3% | +567.5% | -454.2% | -27.2% |
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 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