-55.7%
BSX vs MOD
-35.8%
-19.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +1.4% |
| 7D | +2.8% | -17.8% | +20.6% | +1.9% |
| 30D | +4.6% | -43.2% | +47.8% | +3.0% |
| 3M | -11.4% | -46.0% | +34.6% | -12.8% |
| 6M | -17.1% | -62.2% | +45.1% | -18.6% |
| YTD | -53.1% | -22.8% | -30.3% | -51.8% |
| 1Y | -55.7% | -35.5% | -20.2% | -54.8% |
| All | -55.7% | -35.8% | -19.9% | -54.8% |
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