+81.0%
BSX vs MET
+249.3%
-168.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -10.1% | -0.5% | -9.6% | -9.9% |
| 30D | -16.4% | +0.5% | -16.9% | -16.7% |
| 3M | -8.9% | +11.6% | -20.5% | -12.8% |
| 6M | -38.3% | +40.8% | -79.1% | -46.2% |
| YTD | -54.9% | +25.7% | -80.6% | -59.2% |
| 1Y | -58.8% | +24.4% | -83.2% | -62.6% |
| 3Y | -21.2% | +67.5% | -88.7% | -38.1% |
| 5Y | -3.3% | +85.8% | -89.1% | -28.9% |
| All | +81.0% | +249.3% | -168.3% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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