-21.2%
BSX vs MARA
+13.6%
-34.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.8% | -5.1% | -0.4% |
| 7D | -10.1% | +5.9% | -16.0% | -10.2% |
| 30D | -16.4% | +24.3% | -40.7% | -17.0% |
| 3M | -8.9% | -12.0% | +3.1% | -8.7% |
| 6M | -38.3% | +40.1% | -78.4% | -39.3% |
| YTD | -54.9% | +33.4% | -88.3% | -55.7% |
| 1Y | -58.8% | -23.7% | -35.1% | -58.9% |
| 3Y | -21.2% | +19.0% | -40.2% | -26.6% |
| All | -21.2% | +13.6% | -34.8% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 3y: compounded portfolio wealth divided by compounded MARA 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…
3y analysis · Full analysis span regression · 6 months rolling