+935.7%
BSX vs DD
+1,202.4%
-266.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +3.7% | +5.0% | -1.2% | +2.2% |
| 30D | +3.1% | +19.7% | -16.6% | -2.6% |
| 3M | -14.2% | +7.2% | -21.4% | -16.3% |
| 6M | -16.4% | +1.0% | -17.5% | -17.3% |
| YTD | -53.5% | +29.1% | -82.6% | -57.9% |
| 1Y | -57.8% | +28.5% | -86.2% | -61.7% |
| 3Y | -17.4% | +89.4% | -106.9% | -35.6% |
| 5Y | +5.4% | +67.1% | -61.7% | -15.9% |
| 10Y | +106.2% | +97.5% | +8.7% | +47.0% |
| All | +935.7% | +1,202.4% | -266.7% | +291.0% |
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 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