-13.3%
BSX vs MA
+72.0%
-85.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.4% |
| 7D | +2.8% | +1.8% | +1.0% | +2.1% |
| 30D | +4.6% | +11.8% | -7.2% | +0.4% |
| 3M | -11.4% | +17.2% | -28.6% | -16.5% |
| 6M | -17.1% | +33.4% | -50.5% | -25.7% |
| YTD | -53.1% | +16.1% | -69.3% | -55.6% |
| 1Y | -55.7% | +19.9% | -75.6% | -58.7% |
| 3Y | -13.3% | +70.1% | -83.4% | -32.5% |
| All | -13.3% | +72.0% | -85.3% | -32.5% |
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