-21.2%
BSX vs MO
+96.1%
-117.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -16.4% | +7.1% | -23.6% | -17.0% |
| 3M | -8.9% | -2.0% | -6.9% | -8.7% |
| 6M | -38.3% | +7.3% | -45.6% | -38.5% |
| YTD | -54.9% | +23.5% | -78.4% | -55.8% |
| 1Y | -58.8% | +11.0% | -69.8% | -59.0% |
| 3Y | -21.2% | +95.0% | -116.2% | -28.6% |
| All | -21.2% | +96.1% | -117.3% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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