+81.0%
BSX vs MRK
+230.6%
-149.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -10.1% | -4.3% | -5.8% | -8.5% |
| 30D | -16.4% | +8.3% | -24.7% | -19.0% |
| 3M | -8.9% | +20.0% | -28.9% | -15.2% |
| 6M | -38.3% | +25.7% | -63.9% | -43.7% |
| YTD | -54.9% | +38.7% | -93.7% | -60.6% |
| 1Y | -58.8% | +74.7% | -133.5% | -67.3% |
| 3Y | -21.2% | +45.4% | -66.6% | -34.3% |
| 5Y | -3.3% | +129.0% | -132.4% | -38.5% |
| All | +81.0% | +230.6% | -149.7% | +5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling