-55.4%
BSX vs MRK
+84.5%
-140.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.2% |
| 7D | +2.0% | +1.3% | +0.7% | +1.6% |
| 30D | +0.1% | +17.1% | -17.0% | -4.1% |
| 3M | -2.1% | +25.9% | -28.1% | -8.1% |
| 6M | -33.8% | +26.8% | -60.6% | -38.2% |
| YTD | -49.9% | +44.9% | -94.8% | -54.3% |
| 1Y | -55.4% | +84.8% | -140.3% | -60.6% |
| All | -55.4% | +84.5% | -140.0% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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