+531.0%
BSX vs MDY
+2,615.3%
-2,084.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.8% |
| 7D | -7.0% | -0.8% | -6.3% | -6.5% |
| 30D | -10.9% | -3.9% | -7.0% | -8.2% |
| 3M | -8.2% | 0.0% | -8.1% | -8.4% |
| 6M | -37.5% | +8.5% | -46.0% | -41.5% |
| YTD | -52.8% | +13.2% | -66.1% | -57.5% |
| 1Y | -58.4% | +15.0% | -73.4% | -63.1% |
| 3Y | -16.5% | +49.6% | -66.1% | -40.9% |
| 5Y | -1.0% | +46.0% | -47.0% | -29.9% |
| 10Y | +91.2% | +176.4% | -85.1% | -18.9% |
| All | +531.0% | +2,615.3% | -2,084.3% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling