-1.0%
BSX vs DAR
-8.0%
+7.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -7.0% | -0.2% | -6.9% | -7.0% |
| 30D | -10.9% | +7.4% | -18.3% | -11.7% |
| 3M | -8.2% | +15.7% | -23.8% | -9.8% |
| 6M | -37.5% | +30.0% | -67.5% | -39.5% |
| YTD | -52.8% | +87.5% | -140.4% | -56.5% |
| 1Y | -58.4% | +113.4% | -171.8% | -62.3% |
| 3Y | -16.5% | +15.3% | -31.8% | -18.7% |
| 5Y | -1.0% | -4.3% | +3.3% | -5.4% |
| All | -1.0% | -8.0% | +7.0% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling