-19.0%
BSX vs D
+79.5%
-98.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -4.0% |
| 7D | +1.8% | +3.0% | -1.1% | +1.4% |
| 30D | +2.8% | +11.5% | -8.7% | +1.1% |
| 3M | -13.3% | +3.7% | -17.0% | -13.9% |
| 6M | -23.7% | +13.5% | -37.2% | -25.2% |
| YTD | -55.2% | +20.7% | -75.9% | -56.5% |
| 1Y | -56.8% | +18.2% | -75.1% | -58.0% |
| 3Y | -19.0% | +73.3% | -92.4% | -23.7% |
| All | -19.0% | +79.5% | -98.6% | -23.7% |
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 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