+5,744.5%
MU vs BSX
+84.4%
+5,660.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | -2.8% |
| 7D | +2.0% | -8.2% | +10.2% | +6.6% |
| 30D | +12.5% | -15.8% | +28.3% | +22.6% |
| 3M | +9.6% | -10.8% | +20.4% | +14.0% |
| 6M | +142.6% | -38.4% | +181.0% | +205.6% |
| YTD | +242.7% | -54.8% | +297.5% | +416.0% |
| 1Y | +599.3% | -59.0% | +658.3% | +1,012.0% |
| 3Y | +1,308.3% | -20.0% | +1,328.3% | +1,354.4% |
| 5Y | +1,263.7% | -3.1% | +1,266.8% | +1,120.7% |
| All | +5,744.5% | +84.4% | +5,660.1% | +3,660.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 10y: compounded portfolio wealth divided by compounded BSX 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…
10y analysis · Full analysis span regression · 6 months rolling