-11.3%
BSX vs D
+63.9%
-75.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +2.0% | +1.5% | +0.6% | +1.8% |
| 30D | +0.1% | -2.6% | +2.7% | +0.5% |
| 3M | -2.1% | 0.0% | -2.2% | -2.2% |
| 6M | -33.8% | +7.4% | -41.2% | -34.5% |
| YTD | -49.9% | +15.9% | -65.7% | -51.0% |
| 1Y | -55.4% | +18.1% | -73.6% | -56.6% |
| All | -11.3% | +63.9% | -75.2% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling