+950.2%
BSX vs MO
+7,508.1%
-6,557.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -7.0% | -2.4% | -4.6% | -6.5% |
| 30D | -10.9% | +3.6% | -14.5% | -11.8% |
| 3M | -8.2% | -3.7% | -4.5% | -7.5% |
| 6M | -37.5% | +4.5% | -42.0% | -38.5% |
| YTD | -52.8% | +21.5% | -74.4% | -55.6% |
| 1Y | -58.4% | +9.5% | -67.9% | -59.8% |
| 3Y | -16.5% | +93.6% | -110.1% | -31.4% |
| 5Y | -1.0% | +97.5% | -98.5% | -19.8% |
| 10Y | +91.2% | +111.2% | -19.9% | +48.2% |
| All | +950.2% | +7,508.1% | -6,557.9% | +331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling