+140.3%
BSX vs MA
+15,793.6%
-15,653.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.3% |
| 7D | +2.0% | -2.7% | +4.8% | +3.2% |
| 30D | +0.1% | +1.5% | -1.4% | -0.7% |
| 3M | -2.1% | +20.4% | -22.6% | -9.9% |
| 6M | -33.8% | +11.1% | -44.9% | -37.1% |
| YTD | -49.9% | +2.0% | -51.8% | -50.7% |
| 1Y | -55.4% | -2.2% | -53.3% | -55.5% |
| 3Y | -10.9% | +41.9% | -52.7% | -24.9% |
| 5Y | +6.4% | +75.4% | -68.9% | -19.8% |
| 10Y | +97.0% | +527.5% | -430.5% | -12.0% |
| All | +140.3% | +15,793.6% | -15,653.2% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling