+21.1%
BSX vs MRNA
+554.4%
-533.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -0.4% |
| 7D | -10.1% | -1.1% | -9.0% | -10.1% |
| 30D | -16.4% | +126.1% | -142.5% | -19.3% |
| 3M | -8.9% | +190.0% | -198.9% | -12.7% |
| 6M | -38.3% | +157.2% | -195.5% | -40.7% |
| YTD | -54.9% | +388.2% | -443.1% | -57.5% |
| 1Y | -58.8% | +467.0% | -525.8% | -61.4% |
| 3Y | -21.2% | +36.1% | -57.3% | -24.4% |
| 5Y | -3.3% | -68.0% | +64.6% | -6.0% |
| All | +21.1% | +554.4% | -533.3% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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