-21.2%
BSX vs MTCH
-0.9%
-20.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.3% |
| 7D | -10.1% | +1.3% | -11.3% | -10.1% |
| 30D | -16.4% | +15.9% | -32.3% | -17.0% |
| 3M | -8.9% | +23.3% | -32.2% | -9.7% |
| 6M | -38.3% | +40.1% | -78.4% | -39.2% |
| YTD | -54.9% | +33.6% | -88.5% | -55.4% |
| 1Y | -58.8% | +14.1% | -72.9% | -58.9% |
| 3Y | -21.2% | +1.4% | -22.6% | -23.8% |
| All | -21.2% | -0.9% | -20.3% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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