-21.2%
BSX vs MDT
+25.0%
-46.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -10.1% | -3.4% | -6.7% | -8.3% |
| 30D | -16.4% | +0.2% | -16.6% | -16.5% |
| 3M | -8.9% | +14.3% | -23.1% | -15.2% |
| 6M | -38.3% | +4.0% | -42.3% | -39.9% |
| YTD | -54.9% | -3.7% | -51.2% | -54.5% |
| 1Y | -58.8% | -0.4% | -58.5% | -59.0% |
| 3Y | -21.2% | +23.3% | -44.5% | -31.7% |
| All | -21.2% | +25.0% | -46.2% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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