-51.4%
BSX vs MULL
+2,366.2%
-2,417.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.3% | +5.2% | -3.9% |
| 7D | -8.2% | +3.6% | -11.8% | -8.3% |
| 30D | -15.8% | +22.0% | -37.8% | -16.2% |
| 3M | -10.8% | -8.6% | -2.2% | -12.1% |
| 6M | -38.4% | +248.5% | -286.9% | -45.3% |
| YTD | -54.8% | +516.3% | -571.1% | -61.3% |
| 1Y | -59.0% | +2,036.6% | -2,095.7% | -68.3% |
| All | -51.4% | +2,366.2% | -2,417.6% | -66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling