-5.4%
BSX vs BTDR
+19.6%
-25.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.3% |
| 7D | -10.1% | -3.4% | -6.7% | -10.0% |
| 30D | -16.4% | +32.6% | -49.0% | -16.8% |
| 3M | -8.9% | -32.2% | +23.4% | -8.5% |
| 6M | -38.3% | +52.4% | -90.6% | -39.0% |
| YTD | -54.9% | +6.7% | -61.6% | -55.3% |
| 1Y | -58.8% | -15.2% | -43.6% | -59.2% |
| 3Y | -21.2% | +14.9% | -36.1% | -22.9% |
| 5Y | -3.3% | +20.8% | -24.1% | -4.9% |
| All | -5.4% | +19.6% | -25.0% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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