+950.2%
BSX vs MKC
+1,791.7%
-841.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -7.0% | -4.3% | -2.7% | -5.6% |
| 30D | -10.9% | -3.1% | -7.8% | -10.0% |
| 3M | -8.2% | +6.8% | -15.0% | -10.5% |
| 6M | -37.5% | -18.3% | -19.1% | -33.5% |
| YTD | -52.8% | -23.1% | -29.8% | -49.2% |
| 1Y | -58.4% | -23.7% | -34.7% | -55.2% |
| 3Y | -16.5% | -31.0% | +14.5% | -8.5% |
| 5Y | -1.0% | -33.5% | +32.5% | +8.4% |
| 10Y | +91.2% | +30.3% | +61.0% | +60.2% |
| All | +950.2% | +1,791.7% | -841.6% | +288.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling