+91.2%
BSX vs D
+34.1%
+57.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.5% |
| 7D | -7.0% | -0.4% | -6.6% | -6.9% |
| 30D | -10.9% | -2.1% | -8.8% | -10.3% |
| 3M | -8.2% | -0.7% | -7.4% | -8.0% |
| 6M | -37.5% | +5.6% | -43.0% | -38.8% |
| YTD | -52.8% | +14.6% | -67.4% | -55.3% |
| 1Y | -58.4% | +15.3% | -73.8% | -60.8% |
| 3Y | -16.5% | +59.1% | -75.7% | -31.8% |
| 5Y | -1.0% | +3.9% | -4.9% | -4.2% |
| 10Y | +91.2% | +38.5% | +52.7% | +63.7% |
| All | +91.2% | +34.1% | +57.2% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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