+944.1%
BSX vs D
+1,695.0%
-750.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | +2.8% | +2.4% | +0.4% | +1.9% |
| 30D | +4.6% | +10.9% | -6.3% | +0.5% |
| 3M | -11.4% | +2.8% | -14.3% | -12.4% |
| 6M | -17.1% | +12.7% | -29.8% | -21.1% |
| YTD | -53.1% | +20.3% | -73.4% | -56.8% |
| 1Y | -55.7% | +17.1% | -72.8% | -58.8% |
| 3Y | -13.3% | +75.1% | -88.5% | -33.1% |
| 5Y | +5.3% | +13.1% | -7.8% | -4.1% |
| 10Y | +104.3% | +48.3% | +56.0% | +60.7% |
| All | +944.1% | +1,695.0% | -750.9% | +282.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling