-1.0%
BSX vs BTDR
+26.7%
-27.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.3% | -8.2% | -5.9% |
| 7D | -6.4% | +22.4% | -28.9% | -6.7% |
| 30D | -8.8% | +16.5% | -25.2% | -9.0% |
| 3M | -7.6% | -31.5% | +23.8% | -7.3% |
| 6M | -37.0% | +74.0% | -111.0% | -37.8% |
| YTD | -52.8% | +13.0% | -65.9% | -53.3% |
| 1Y | -58.4% | -0.2% | -58.2% | -58.9% |
| 3Y | -16.5% | +9.9% | -26.4% | -18.4% |
| 5Y | -1.2% | +28.1% | -29.3% | -2.9% |
| All | -1.0% | +26.7% | -27.7% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling