-14.4%
BSX vs MCD
+12.8%
-27.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.4% |
| 7D | -0.7% | +5.9% | -6.6% | -2.6% |
| 30D | +3.0% | +19.6% | -16.6% | -2.6% |
| 3M | -10.7% | +3.3% | -14.0% | -12.0% |
| 6M | -18.4% | +3.5% | -21.9% | -19.6% |
| YTD | -53.8% | -6.1% | -47.7% | -53.5% |
| 1Y | -56.0% | -3.7% | -52.3% | -56.0% |
| 3Y | -14.4% | +13.4% | -27.8% | -19.7% |
| All | -14.4% | +12.8% | -27.2% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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