+81.0%
BSX vs DE
+863.9%
-782.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -10.1% | -2.6% | -7.5% | -9.3% |
| 30D | -16.4% | +9.0% | -25.4% | -18.9% |
| 3M | -8.9% | +19.1% | -28.0% | -14.6% |
| 6M | -38.3% | +14.4% | -52.7% | -41.6% |
| YTD | -54.9% | +45.9% | -100.9% | -61.3% |
| 1Y | -58.8% | +43.6% | -102.4% | -64.5% |
| 3Y | -21.2% | +75.9% | -97.1% | -38.9% |
| 5Y | -3.3% | +98.8% | -102.1% | -31.8% |
| All | +81.0% | +863.9% | -782.9% | -34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling