+1,119.3%
BSX vs MCHP
+40,681.5%
-39,562.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -7.0% | +0.3% | -7.4% | -7.1% |
| 30D | -10.9% | -9.8% | -1.1% | -9.5% |
| 3M | -8.2% | -19.7% | +11.5% | -5.9% |
| 6M | -37.5% | +13.6% | -51.0% | -39.6% |
| YTD | -52.8% | +16.5% | -69.4% | -54.8% |
| 1Y | -58.4% | +15.7% | -74.1% | -60.3% |
| 3Y | -16.5% | 0.0% | -16.5% | -21.2% |
| 5Y | -1.0% | +4.4% | -5.4% | -8.9% |
| 10Y | +91.2% | +201.4% | -110.2% | +45.6% |
| All | +1,119.3% | +40,681.5% | -39,562.3% | +409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling