-2.8%
BSX vs MCO
+28.6%
-31.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | -10.1% | -3.8% | -6.3% | -8.7% |
| 30D | -16.4% | -0.4% | -16.0% | -16.4% |
| 3M | -8.9% | +7.7% | -16.6% | -11.7% |
| 6M | -38.3% | +7.0% | -45.3% | -40.2% |
| YTD | -54.9% | -6.4% | -48.5% | -54.2% |
| 1Y | -58.8% | -7.6% | -51.2% | -58.1% |
| 3Y | -21.2% | +43.2% | -64.5% | -34.1% |
| All | -2.8% | +28.6% | -31.4% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 5y: compounded portfolio wealth divided by compounded MCO 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…
5y analysis · Full analysis span regression · 6 months rolling