+7.3%
BSX vs MDT
+0.7%
+6.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | -0.8% |
| 7D | +3.7% | +1.0% | +2.7% | +3.1% |
| 30D | +3.1% | +9.2% | -6.0% | -1.9% |
| 3M | -14.2% | +14.5% | -28.7% | -20.7% |
| 6M | -16.4% | +37.3% | -53.7% | -30.3% |
| YTD | -53.5% | +9.8% | -63.3% | -56.1% |
| 1Y | -57.8% | +10.5% | -68.3% | -60.4% |
| 3Y | -17.4% | +57.4% | -74.9% | -38.0% |
| All | +7.3% | +0.7% | +6.5% | +9.9% |
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