+17.6%
BSX vs MKTX
+1,443.5%
-1,425.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -8.2% | -0.2% | -8.0% | -8.2% |
| 30D | -15.8% | +0.8% | -16.6% | -15.9% |
| 3M | -10.8% | +41.1% | -52.0% | -17.4% |
| 6M | -38.4% | -9.5% | -28.8% | -37.8% |
| YTD | -54.8% | -8.7% | -46.1% | -54.5% |
| 1Y | -59.0% | -10.0% | -49.1% | -58.8% |
| 3Y | -20.0% | -24.6% | +4.6% | -18.9% |
| 5Y | -3.1% | -60.3% | +57.2% | +9.9% |
| 10Y | +83.3% | +5.0% | +78.3% | +64.2% |
| All | +17.6% | +1,443.5% | -1,425.9% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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