+101.6%
BSX vs MOD
+1,005.7%
-904.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.9% | -6.9% | +1.9% |
| 7D | -0.7% | -13.9% | +13.3% | +0.4% |
| 30D | +3.0% | -41.5% | +44.6% | +8.4% |
| 3M | -10.7% | -45.7% | +35.0% | -5.6% |
| 6M | -18.4% | -61.1% | +42.7% | -11.2% |
| YTD | -53.8% | -20.5% | -33.3% | -54.6% |
| 1Y | -56.0% | -32.1% | -23.9% | -56.1% |
| 3Y | -14.4% | +146.5% | -160.9% | -33.2% |
| 5Y | +2.9% | +812.7% | -809.9% | -38.0% |
| 10Y | +101.6% | +966.8% | -865.3% | +6.4% |
| All | +101.6% | +1,005.7% | -904.2% | +6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling