-21.2%
BSX vs MCHP
0.0%
-21.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -3.9% | -0.6% |
| 7D | -10.1% | 0.0% | -10.1% | -10.1% |
| 30D | -16.4% | -6.0% | -10.4% | -15.9% |
| 3M | -8.9% | -19.7% | +10.8% | -7.4% |
| 6M | -38.3% | +14.0% | -52.3% | -40.2% |
| YTD | -54.9% | +18.4% | -73.4% | -56.7% |
| 1Y | -58.8% | +17.1% | -75.9% | -60.5% |
| 3Y | -21.2% | +0.7% | -21.9% | -28.2% |
| All | -21.2% | 0.0% | -21.3% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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