-16.5%
BSX vs MA
+40.0%
-56.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.4% |
| 7D | -6.4% | -1.8% | -4.7% | -5.8% |
| 30D | -8.8% | +1.4% | -10.2% | -9.3% |
| 3M | -7.6% | +17.7% | -25.4% | -13.2% |
| 6M | -37.0% | +9.7% | -46.6% | -39.3% |
| YTD | -52.8% | +0.5% | -53.3% | -52.9% |
| 1Y | -58.4% | -2.1% | -56.3% | -58.1% |
| 3Y | -16.5% | +40.1% | -56.6% | -27.3% |
| All | -16.5% | +40.0% | -56.5% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling