-1.4%
BSX vs MP
-5.6%
+4.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.9% | -9.2% | -4.5% |
| 7D | +1.8% | -10.5% | +12.3% | +2.4% |
| 30D | +2.8% | -23.5% | +26.4% | +4.2% |
| 3M | -13.3% | -25.4% | +12.2% | -12.0% |
| 6M | -23.7% | -51.3% | +27.6% | -21.0% |
| YTD | -55.2% | -29.9% | -25.3% | -54.7% |
| 1Y | -56.8% | -31.8% | -25.0% | -56.5% |
| 3Y | -19.0% | +127.0% | -146.0% | -29.2% |
| All | -1.4% | -5.6% | +4.2% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling