-49.3%
BSX vs MULL
+2,620.5%
-2,669.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.2% |
| 7D | -7.0% | +14.8% | -21.8% | -7.3% |
| 30D | -10.9% | +36.6% | -47.5% | -11.5% |
| 3M | -8.2% | -8.9% | +0.7% | -9.3% |
| 6M | -37.5% | +311.9% | -349.4% | -44.9% |
| YTD | -52.8% | +579.8% | -632.7% | -59.7% |
| 1Y | -58.4% | +2,421.5% | -2,480.0% | -68.1% |
| All | -49.3% | +2,620.5% | -2,669.8% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling