-21.0%
BSX vs MRK
+45.2%
-66.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.7% |
| 7D | -8.2% | -5.0% | -3.2% | -7.1% |
| 30D | -15.8% | +11.0% | -26.8% | -17.6% |
| 3M | -10.8% | +22.4% | -33.2% | -14.4% |
| 6M | -38.4% | +25.4% | -63.8% | -41.1% |
| YTD | -54.8% | +39.5% | -94.3% | -57.7% |
| 1Y | -59.0% | +78.0% | -137.0% | -63.2% |
| All | -21.0% | +45.2% | -66.2% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling