-53.6%
BSX vs MAR
+62.0%
-115.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.0% | +3.3% | +5.2% |
| 7D | +8.0% | +7.7% | +0.3% | +7.7% |
| 30D | +8.1% | +19.4% | -11.3% | +7.6% |
| 3M | -6.7% | +23.3% | -30.0% | -7.2% |
| 6M | -19.4% | +22.8% | -42.2% | -20.0% |
| YTD | -51.9% | +37.8% | -89.7% | -52.5% |
| 1Y | -53.6% | +57.4% | -111.0% | -55.7% |
| All | -53.6% | +62.0% | -115.7% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling