-53.6%
BSX vs MOD
-33.0%
-20.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -21.4% | +26.8% | +4.2% |
| 7D | +8.0% | -31.3% | +39.3% | +6.4% |
| 30D | +8.1% | -46.1% | +54.2% | +6.2% |
| 3M | -6.7% | -51.1% | +44.5% | -8.3% |
| 6M | -19.4% | -62.1% | +42.7% | -21.0% |
| YTD | -51.9% | -26.2% | -25.8% | -50.8% |
| 1Y | -53.6% | -32.6% | -21.1% | -52.5% |
| All | -53.6% | -33.0% | -20.7% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling