-53.6%
BSX vs DE
+49.6%
-103.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.6% | +3.7% | +5.4% |
| 7D | +8.0% | +5.6% | +2.4% | +8.2% |
| 30D | +8.1% | -0.8% | +8.9% | +8.0% |
| 3M | -6.7% | +9.8% | -16.5% | -5.8% |
| 6M | -19.4% | +17.5% | -36.9% | -18.4% |
| YTD | -51.9% | +46.5% | -98.4% | -50.9% |
| 1Y | -53.6% | +46.1% | -99.7% | -52.7% |
| All | -53.6% | +49.6% | -103.3% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling