+91.2%
BSX vs DAL
+126.9%
-35.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -7.0% | +0.8% | -7.8% | -7.2% |
| 30D | -10.9% | -11.7% | +0.8% | -8.3% |
| 3M | -8.2% | -2.7% | -5.4% | -7.9% |
| 6M | -37.5% | +30.7% | -68.1% | -41.9% |
| YTD | -52.8% | +14.4% | -67.2% | -55.1% |
| 1Y | -58.4% | +31.2% | -89.6% | -61.9% |
| 3Y | -16.5% | +99.4% | -116.0% | -34.4% |
| 5Y | -1.0% | +98.6% | -99.5% | -24.7% |
| 10Y | +91.2% | +135.0% | -43.8% | +31.7% |
| All | +91.2% | +126.9% | -35.7% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 10y: compounded portfolio wealth divided by compounded DAL 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…
10y analysis · Full analysis span regression · 6 months rolling