+81.0%
BSX vs MDY
+177.2%
-96.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | -10.1% | -1.9% | -8.2% | -8.9% |
| 30D | -16.4% | -4.6% | -11.8% | -13.6% |
| 3M | -8.9% | -1.2% | -7.7% | -8.2% |
| 6M | -38.3% | +9.2% | -47.5% | -42.3% |
| YTD | -54.9% | +13.1% | -68.0% | -59.1% |
| 1Y | -58.8% | +13.0% | -71.8% | -62.7% |
| 3Y | -21.2% | +49.2% | -70.4% | -43.4% |
| 5Y | -3.3% | +47.2% | -50.6% | -31.1% |
| All | +81.0% | +177.2% | -96.2% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling