+32.9%
BSX vs MP
+450.8%
-417.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.8% |
| 7D | +2.0% | -2.9% | +4.9% | +2.2% |
| 30D | +0.1% | +13.8% | -13.7% | -0.4% |
| 3M | -2.1% | -16.7% | +14.5% | -1.6% |
| 6M | -33.8% | -11.5% | -22.3% | -33.8% |
| YTD | -49.9% | +7.9% | -57.8% | -50.4% |
| 1Y | -55.4% | -15.0% | -40.4% | -55.7% |
| 3Y | -10.9% | +153.5% | -164.4% | -18.4% |
| 5Y | +6.4% | +58.7% | -52.2% | -0.8% |
| All | +32.9% | +450.8% | -417.9% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling