+81.0%
BSX vs MCK
+442.8%
-361.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -10.1% | -2.9% | -7.2% | -9.3% |
| 30D | -16.4% | +0.4% | -16.8% | -16.5% |
| 3M | -8.9% | +12.1% | -21.0% | -12.2% |
| 6M | -38.3% | -5.4% | -32.8% | -37.6% |
| YTD | -54.9% | +7.8% | -62.7% | -56.3% |
| 1Y | -58.8% | +22.9% | -81.8% | -61.7% |
| 3Y | -21.2% | +110.7% | -132.0% | -39.1% |
| 5Y | -3.3% | +346.2% | -349.5% | -41.9% |
| All | +81.0% | +442.8% | -361.9% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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