+950.6%
BSX vs MTB
+4,072.9%
-3,122.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.7% |
| 7D | -6.4% | +2.8% | -9.2% | -7.3% |
| 30D | -8.8% | -4.2% | -4.6% | -7.6% |
| 3M | -7.6% | +7.8% | -15.4% | -9.9% |
| 6M | -37.0% | +14.8% | -51.8% | -39.8% |
| YTD | -52.8% | +20.8% | -73.6% | -55.8% |
| 1Y | -58.4% | +23.1% | -81.5% | -61.4% |
| 3Y | -16.5% | +114.8% | -131.3% | -36.7% |
| 5Y | -1.2% | +103.3% | -104.4% | -26.3% |
| 10Y | +83.7% | +173.0% | -89.2% | +16.9% |
| All | +950.6% | +4,072.9% | -3,122.3% | +277.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 all: compounded portfolio wealth divided by compounded MTB 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…
all analysis · Full analysis span regression · 6 months rolling