+950.8%
MU vs BSX
-17.1%
+968.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +12.8% | +3.7% | +9.1% | +12.2% |
| 30D | -14.9% | +3.1% | -18.0% | -15.5% |
| 3M | -18.0% | -14.2% | -3.8% | -15.6% |
| 6M | -3.1% | -16.4% | +13.3% | +0.6% |
| YTD | +172.9% | -53.5% | +226.4% | +283.6% |
| 1Y | +228.8% | -57.8% | +286.6% | +391.6% |
| 3Y | +950.8% | -17.4% | +968.3% | +1,016.3% |
| All | +950.8% | -17.1% | +968.0% | +1,016.3% |
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