-21.2%
BSX vs MDLZ
-2.9%
-18.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -10.1% | +1.9% | -12.0% | -10.4% |
| 30D | -16.4% | +0.4% | -16.8% | -16.5% |
| 3M | -8.9% | -0.6% | -8.3% | -9.1% |
| 6M | -38.3% | +14.7% | -53.0% | -39.6% |
| YTD | -54.9% | +18.0% | -72.9% | -56.1% |
| 1Y | -58.8% | +4.1% | -62.9% | -59.2% |
| 3Y | -21.2% | -4.6% | -16.6% | -26.3% |
| All | -21.2% | -2.9% | -18.3% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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