+122.2%
BSX vs MA
+17,834.5%
-17,712.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -1.5% |
| 7D | -1.0% | -0.5% | -0.5% | -0.7% |
| 30D | +2.1% | +7.9% | -5.8% | -1.2% |
| 3M | -14.0% | +16.8% | -30.8% | -19.7% |
| 6M | -18.3% | +31.0% | -49.3% | -27.4% |
| YTD | -53.6% | +15.0% | -68.7% | -56.8% |
| 1Y | -57.6% | +17.0% | -74.6% | -60.7% |
| 3Y | -14.3% | +68.5% | -82.7% | -32.9% |
| 5Y | +5.1% | +85.0% | -79.9% | -22.4% |
| 10Y | +105.6% | +561.3% | -455.8% | -10.6% |
| All | +122.2% | +17,834.5% | -17,712.3% | -61.4% |
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