-3.1%
BSX vs MDT
-19.9%
+16.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -8.2% | -1.6% | -6.6% | -7.3% |
| 30D | -15.8% | +1.0% | -16.8% | -16.3% |
| 3M | -10.8% | +15.2% | -26.0% | -17.8% |
| 6M | -38.4% | +3.7% | -42.1% | -39.7% |
| YTD | -54.8% | -3.0% | -51.8% | -54.2% |
| 1Y | -59.0% | +2.5% | -61.5% | -59.7% |
| 3Y | -20.0% | +26.5% | -46.4% | -31.6% |
| 5Y | -3.1% | -18.3% | +15.2% | +13.2% |
| All | -3.1% | -19.9% | +16.8% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling