+119.3%
BSX vs MKSI
+2,175.0%
-2,055.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.7% |
| 7D | -8.2% | +4.9% | -13.1% | -9.0% |
| 30D | -15.8% | -11.0% | -4.8% | -14.2% |
| 3M | -10.8% | -17.1% | +6.2% | -9.7% |
| 6M | -38.4% | +16.4% | -54.8% | -41.8% |
| YTD | -54.8% | +64.3% | -119.1% | -60.3% |
| 1Y | -59.0% | +137.7% | -196.8% | -66.8% |
| 3Y | -20.0% | +189.1% | -209.1% | -40.8% |
| 5Y | -3.1% | +83.1% | -86.2% | -24.2% |
| 10Y | +83.3% | +509.4% | -426.0% | +7.3% |
| All | +119.3% | +2,175.0% | -2,055.7% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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