-17.4%
BSX vs DD
+88.8%
-106.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +3.7% | +5.0% | -1.2% | +3.2% |
| 30D | +3.1% | +19.7% | -16.6% | +1.1% |
| 3M | -14.2% | +7.2% | -21.4% | -14.9% |
| 6M | -16.4% | +1.0% | -17.5% | -16.5% |
| YTD | -53.5% | +29.1% | -82.6% | -55.6% |
| 1Y | -57.8% | +28.5% | -86.2% | -59.6% |
| 3Y | -17.4% | +89.4% | -106.9% | -28.0% |
| All | -17.4% | +88.8% | -106.2% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling