-55.7%
BSX vs D
+16.4%
-72.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | +2.8% | +2.4% | +0.4% | +2.2% |
| 30D | +4.6% | +10.9% | -6.3% | +2.8% |
| 3M | -11.4% | +2.8% | -14.3% | -12.1% |
| 6M | -17.1% | +12.7% | -29.8% | -18.6% |
| YTD | -53.1% | +20.3% | -73.4% | -53.6% |
| 1Y | -55.7% | +17.1% | -72.8% | -55.9% |
| All | -55.7% | +16.4% | -72.1% | -55.9% |
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 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