+5.0%
BSX vs D
+7.9%
-2.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +2.0% | +1.5% | +0.6% | +1.7% |
| 30D | +0.1% | -2.6% | +2.7% | +0.7% |
| 3M | -2.1% | 0.0% | -2.2% | -2.2% |
| 6M | -33.8% | +7.4% | -41.2% | -34.9% |
| YTD | -49.9% | +15.9% | -65.7% | -51.6% |
| 1Y | -55.4% | +18.1% | -73.6% | -57.2% |
| 3Y | -10.9% | +58.4% | -69.2% | -20.8% |
| All | +5.0% | +7.9% | -2.9% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling