-56.4%
BSX vs MOD
-33.9%
-22.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.9% | -6.9% | +3.4% |
| 7D | -0.7% | -13.9% | +13.3% | -1.3% |
| 30D | +3.0% | -41.5% | +44.6% | +1.6% |
| 3M | -10.7% | -45.7% | +35.0% | -12.0% |
| 6M | -18.4% | -61.1% | +42.7% | -19.7% |
| YTD | -53.8% | -20.5% | -33.3% | -52.4% |
| All | -56.4% | -33.9% | -22.5% | -55.4% |
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 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