+81.5%
BSX vs MMM
+53.9%
+27.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | -8.2% | -3.2% | -5.0% | -7.1% |
| 30D | -15.8% | -10.7% | -5.1% | -12.5% |
| 3M | -10.8% | +4.3% | -15.1% | -12.3% |
| 6M | -38.4% | +5.9% | -44.3% | -39.9% |
| YTD | -54.8% | +3.2% | -58.0% | -55.9% |
| 1Y | -59.0% | +8.0% | -67.0% | -60.9% |
| 3Y | -20.0% | +99.1% | -119.1% | -42.6% |
| 5Y | -3.1% | +25.7% | -28.8% | -13.9% |
| All | +81.5% | +53.9% | +27.6% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MMM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling