+3.4%
BSX vs DECK
+25.8%
-22.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.0% | -2.4% |
| 7D | +4.6% | +6.0% | -1.4% | +3.7% |
| 30D | +5.8% | +7.4% | -1.6% | +4.8% |
| 3M | -6.5% | -11.7% | +5.2% | -5.0% |
| 6M | -20.3% | -11.0% | -9.3% | -19.3% |
| YTD | -53.2% | -15.4% | -37.8% | -52.5% |
| 1Y | -54.9% | +7.2% | -62.1% | -55.7% |
| 3Y | -15.0% | -11.8% | -3.2% | -18.9% |
| 5Y | +3.4% | +24.3% | -20.9% | -8.3% |
| All | +3.4% | +25.8% | -22.4% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 5y: compounded portfolio wealth divided by compounded DECK 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…
5y analysis · Full analysis span regression · 6 months rolling