+390.6%
BSX vs MDLZ
+460.5%
-69.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | -8.2% | +1.7% | -9.9% | -8.9% |
| 30D | -15.8% | +1.1% | -16.9% | -16.3% |
| 3M | -10.8% | -1.8% | -9.0% | -10.3% |
| 6M | -38.4% | +12.3% | -50.7% | -42.2% |
| YTD | -54.8% | +18.0% | -72.8% | -58.7% |
| 1Y | -59.0% | +3.8% | -62.8% | -60.3% |
| 3Y | -20.0% | -2.4% | -17.6% | -22.1% |
| 5Y | -3.1% | +18.4% | -21.5% | -15.2% |
| 10Y | +83.3% | +88.1% | -4.8% | +26.0% |
| All | +390.6% | +460.5% | -69.9% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling