-53.6%
BSX vs MULL
+444.9%
-498.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -13.8% | +19.1% | +5.1% |
| 7D | +8.0% | -35.9% | +43.9% | +7.5% |
| 30D | +8.1% | -47.3% | +55.4% | +7.6% |
| 3M | -6.7% | -30.6% | +23.9% | -6.9% |
| 6M | -19.4% | +13.7% | -33.1% | -24.3% |
| YTD | -51.9% | +272.1% | -324.1% | -57.5% |
| 1Y | -53.6% | +475.1% | -528.7% | -59.5% |
| All | -53.6% | +444.9% | -498.5% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling