-17.4%
BSX vs MET
+85.6%
-103.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.1% |
| 7D | +3.7% | +4.5% | -0.7% | +2.6% |
| 30D | +3.1% | +3.5% | -0.4% | +2.2% |
| 3M | -14.2% | +5.9% | -20.2% | -15.5% |
| 6M | -16.4% | +33.1% | -49.5% | -22.0% |
| YTD | -53.5% | +33.6% | -87.1% | -56.8% |
| 1Y | -57.8% | +32.7% | -90.4% | -60.7% |
| 3Y | -17.4% | +85.0% | -102.5% | -24.4% |
| All | -17.4% | +85.6% | -103.0% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling