+950.2%
BSX vs DE
+18,511.5%
-17,561.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -7.0% | -3.0% | -4.0% | -6.1% |
| 30D | -10.9% | +11.1% | -22.0% | -14.0% |
| 3M | -8.2% | +17.6% | -25.8% | -13.3% |
| 6M | -37.5% | +13.6% | -51.1% | -40.6% |
| YTD | -52.8% | +46.3% | -99.1% | -59.1% |
| 1Y | -58.4% | +44.2% | -102.6% | -63.8% |
| 3Y | -16.5% | +76.6% | -93.1% | -33.6% |
| 5Y | -1.0% | +98.2% | -99.2% | -26.3% |
| 10Y | +91.2% | +863.5% | -772.3% | -17.4% |
| All | +950.2% | +18,511.5% | -17,561.4% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling