+950.6%
BSX vs DD
+1,012.2%
-61.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -5.8% |
| 7D | -6.4% | -0.6% | -5.8% | -6.3% |
| 30D | -8.8% | -7.4% | -1.4% | -6.6% |
| 3M | -7.6% | -6.4% | -1.2% | -6.1% |
| 6M | -37.0% | -2.5% | -34.5% | -37.0% |
| YTD | -52.8% | +10.2% | -63.1% | -55.0% |
| 1Y | -58.4% | +36.9% | -95.3% | -63.1% |
| 3Y | -16.5% | +47.0% | -63.5% | -29.4% |
| 5Y | -1.2% | +63.1% | -64.3% | -20.7% |
| 10Y | +83.7% | +68.2% | +15.6% | +38.1% |
| All | +950.6% | +1,012.2% | -61.6% | +317.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling