-57.8%
BSX vs D
+15.6%
-73.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +3.7% | -1.4% | +5.1% | +4.1% |
| 30D | +3.1% | +7.7% | -4.6% | +1.8% |
| 3M | -14.2% | -0.3% | -13.9% | -14.4% |
| 6M | -16.4% | +10.1% | -26.5% | -18.0% |
| YTD | -53.5% | +19.1% | -72.6% | -53.8% |
| 1Y | -57.8% | +15.9% | -73.7% | -57.8% |
| All | -57.8% | +15.6% | -73.4% | -57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling