-2.8%
BSX vs MRK
+128.0%
-130.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | -10.1% | -4.3% | -5.8% | -9.2% |
| 30D | -16.4% | +8.3% | -24.7% | -17.8% |
| 3M | -8.9% | +20.0% | -28.9% | -12.3% |
| 6M | -38.3% | +25.7% | -63.9% | -41.1% |
| YTD | -54.9% | +38.7% | -93.7% | -57.9% |
| 1Y | -58.8% | +74.7% | -133.5% | -63.2% |
| 3Y | -21.2% | +45.4% | -66.6% | -28.1% |
| All | -2.8% | +128.0% | -130.8% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling