+1,016.5%
BSX vs DD
+1,014.5%
+2.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | +2.0% | -3.5% | +5.6% | +3.2% |
| 30D | +0.1% | -10.3% | +10.4% | +3.4% |
| 3M | -2.1% | -7.5% | +5.4% | -0.1% |
| 6M | -33.8% | -8.0% | -25.8% | -32.7% |
| YTD | -49.9% | +10.5% | -60.3% | -52.2% |
| 1Y | -55.4% | +38.3% | -93.7% | -60.6% |
| 3Y | -10.9% | +42.5% | -53.3% | -23.9% |
| 5Y | +6.4% | +60.2% | -53.8% | -14.1% |
| 10Y | +97.0% | +68.9% | +28.2% | +47.9% |
| All | +1,016.5% | +1,014.5% | +2.0% | +343.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling