-1.2%
BSX vs MA
+70.4%
-71.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.3% |
| 7D | -6.4% | -1.8% | -4.7% | -5.7% |
| 30D | -8.8% | +1.4% | -10.2% | -9.4% |
| 3M | -7.6% | +17.7% | -25.4% | -13.9% |
| 6M | -37.0% | +9.7% | -46.6% | -39.6% |
| YTD | -52.8% | +0.5% | -53.3% | -53.2% |
| 1Y | -58.4% | -2.1% | -56.3% | -58.3% |
| 3Y | -16.5% | +40.1% | -56.6% | -29.6% |
| 5Y | -1.2% | +67.5% | -68.7% | -25.6% |
| All | -1.2% | +70.4% | -71.6% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling