-2.5%
BSX vs MDY
+45.1%
-47.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.7% |
| 7D | -8.2% | -2.5% | -5.7% | -7.0% |
| 30D | -15.8% | -5.0% | -10.8% | -13.5% |
| 3M | -10.8% | +0.5% | -11.3% | -11.2% |
| 6M | -38.4% | +8.0% | -46.4% | -41.0% |
| YTD | -54.8% | +12.2% | -66.9% | -57.7% |
| 1Y | -59.0% | +14.0% | -73.0% | -62.1% |
| 3Y | -20.0% | +48.2% | -68.2% | -37.8% |
| All | -2.5% | +45.1% | -47.6% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling