+25.0%
BSX vs MP
+459.3%
-434.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.4% | -6.0% |
| 7D | -6.4% | +3.0% | -9.5% | -6.6% |
| 30D | -8.8% | +8.3% | -17.1% | -9.1% |
| 3M | -7.6% | -3.8% | -3.8% | -7.7% |
| 6M | -37.0% | -4.9% | -32.0% | -37.2% |
| YTD | -52.8% | +9.6% | -62.4% | -53.3% |
| 1Y | -58.4% | -11.7% | -46.7% | -58.7% |
| 3Y | -16.5% | +158.5% | -175.0% | -23.6% |
| 5Y | -1.2% | +68.9% | -70.1% | -8.0% |
| All | +25.0% | +459.3% | -434.2% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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