-37.5%
BSX vs UMC
+145.9%
-183.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-09 to 2026-09-09.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | +0.3% |
| 7D | -7.0% | +13.6% | -20.7% | -6.0% |
| 30D | -10.9% | +20.8% | -31.7% | -9.4% |
| 3M | -8.2% | +16.1% | -24.3% | -8.2% |
| 6M | -37.5% | +137.3% | -174.8% | -41.2% |
| All | -37.5% | +145.9% | -183.4% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 2026-03-09 to 2026-09-09: compounded portfolio wealth divided by compounded UMC 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…
2026-03-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling