+109.9%
BSX vs MA
+574.5%
-464.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | -1.5% | -1.8% | +0.3% | -0.5% |
| 30D | +2.9% | +11.0% | -8.1% | -2.5% |
| 3M | -11.8% | +17.9% | -29.7% | -19.3% |
| 6M | -15.4% | +33.2% | -48.6% | -27.5% |
| YTD | -52.7% | +16.5% | -69.2% | -56.8% |
| 1Y | -56.0% | +19.1% | -75.1% | -60.4% |
| 3Y | -12.5% | +70.6% | -83.0% | -36.3% |
| 5Y | +7.6% | +92.1% | -84.6% | -28.8% |
| 10Y | +109.9% | +569.6% | -459.7% | -30.0% |
| All | +109.9% | +574.5% | -464.6% | -30.0% |
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