-19.0%
BSX vs MOD
+129.2%
-148.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.7% | -9.9% | -4.4% |
| 7D | +1.8% | -25.5% | +27.4% | +2.6% |
| 30D | +2.8% | -49.0% | +51.8% | +5.4% |
| 3M | -13.3% | -49.8% | +36.5% | -11.2% |
| 6M | -23.7% | -64.8% | +41.1% | -20.6% |
| YTD | -55.2% | -27.6% | -27.5% | -55.7% |
| 1Y | -56.8% | -35.2% | -21.6% | -57.1% |
| 3Y | -19.0% | +137.1% | -156.2% | -30.1% |
| All | -19.0% | +129.2% | -148.3% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling