+81.0%
BSX vs DAR
+366.1%
-285.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | -10.1% | -0.1% | -10.0% | -10.1% |
| 30D | -16.4% | +2.6% | -19.1% | -17.0% |
| 3M | -8.9% | +14.2% | -23.1% | -11.7% |
| 6M | -38.3% | +17.2% | -55.5% | -40.7% |
| YTD | -54.9% | +80.9% | -135.8% | -60.6% |
| 1Y | -58.8% | +104.0% | -162.8% | -65.2% |
| 3Y | -21.2% | +3.6% | -24.9% | -24.4% |
| 5Y | -3.3% | -7.8% | +4.5% | -8.3% |
| All | +81.0% | +366.1% | -285.1% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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