+1,344.3%
MU vs BSX
-16.8%
+1,361.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | -0.4% |
| 7D | +7.2% | -6.4% | +13.6% | +8.6% |
| 30D | +14.0% | -8.8% | +22.8% | +15.9% |
| 3M | +5.4% | -7.6% | +13.0% | +7.3% |
| 6M | +170.3% | -37.0% | +207.2% | +219.5% |
| YTD | +250.7% | -52.8% | +303.5% | +376.6% |
| 1Y | +662.1% | -58.4% | +720.5% | +1,009.8% |
| All | +1,344.3% | -16.8% | +1,361.1% | +1,642.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling