-2.5%
BSX vs MKC
-33.3%
+30.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -8.2% | -2.8% | -5.4% | -7.7% |
| 30D | -15.8% | -3.4% | -12.4% | -15.3% |
| 3M | -10.8% | +3.8% | -14.6% | -11.6% |
| 6M | -38.4% | -17.9% | -20.5% | -36.1% |
| YTD | -54.8% | -23.6% | -31.2% | -52.5% |
| 1Y | -59.0% | -23.1% | -36.0% | -57.1% |
| 3Y | -20.0% | -31.5% | +11.5% | -14.3% |
| All | -2.5% | -33.3% | +30.8% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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