+81.0%
BSX vs MAR
+450.9%
-369.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.8% |
| 7D | -10.1% | -0.5% | -9.5% | -9.9% |
| 30D | -16.4% | -5.4% | -11.0% | -14.9% |
| 3M | -8.9% | -15.5% | +6.6% | -4.0% |
| 6M | -38.3% | +3.0% | -41.2% | -39.5% |
| YTD | -54.9% | +8.5% | -63.4% | -56.9% |
| 1Y | -58.8% | +26.0% | -84.8% | -62.7% |
| 3Y | -21.2% | +68.6% | -89.8% | -36.9% |
| 5Y | -3.3% | +157.4% | -160.7% | -35.3% |
| All | +81.0% | +450.9% | -369.9% | +1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling