+113.3%
BSX vs D
+48.0%
+65.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +3.7% | -1.4% | +5.1% | +4.2% |
| 30D | +3.1% | +7.7% | -4.6% | +0.6% |
| 3M | -14.2% | -0.3% | -13.9% | -14.1% |
| 6M | -16.4% | +10.1% | -26.5% | -19.2% |
| YTD | -53.5% | +19.1% | -72.6% | -56.5% |
| 1Y | -57.8% | +15.9% | -73.7% | -60.1% |
| 3Y | -17.4% | +75.0% | -92.4% | -34.6% |
| 5Y | +5.4% | +13.4% | -8.0% | -1.3% |
| All | +113.3% | +48.0% | +65.3% | +85.9% |
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