-21.0%
BSX vs DE
+75.2%
-96.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -8.2% | -2.4% | -5.8% | -8.0% |
| 30D | -15.8% | +9.7% | -25.5% | -16.3% |
| 3M | -10.8% | +21.4% | -32.2% | -12.3% |
| 6M | -38.4% | +15.0% | -53.4% | -39.1% |
| YTD | -54.8% | +46.4% | -101.2% | -56.9% |
| 1Y | -59.0% | +45.6% | -104.7% | -60.9% |
| All | -21.0% | +75.2% | -96.2% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling