-17.6%
BSX vs MMM
+99.5%
-117.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.2% |
| 7D | -7.0% | -2.6% | -4.5% | -6.7% |
| 30D | -10.9% | -9.3% | -1.6% | -9.8% |
| 3M | -8.2% | +5.6% | -13.8% | -8.8% |
| 6M | -37.5% | +9.5% | -46.9% | -38.2% |
| YTD | -52.8% | +4.1% | -57.0% | -53.3% |
| 1Y | -58.4% | +9.4% | -67.8% | -59.2% |
| All | -17.6% | +99.5% | -117.1% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling