-38.4%
BSX vs MXL
+333.1%
-371.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -4.4% |
| 7D | -8.2% | +16.6% | -24.8% | -7.1% |
| 30D | -15.8% | +0.5% | -16.3% | -15.5% |
| 3M | -10.8% | -3.6% | -7.2% | -10.0% |
| 6M | -38.4% | +328.0% | -366.4% | -39.2% |
| All | -38.4% | +333.1% | -371.5% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 6mo: compounded portfolio wealth divided by compounded MXL 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…
6mo analysis · Full analysis span regression · 6 months rolling