+81.0%
BSX vs DG
+101.8%
-20.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -10.1% | -6.5% | -3.6% | -9.2% |
| 30D | -16.4% | +4.2% | -20.6% | -16.9% |
| 3M | -8.9% | +9.5% | -18.4% | -10.1% |
| 6M | -38.3% | -13.1% | -25.1% | -37.3% |
| YTD | -54.9% | -4.8% | -50.1% | -54.9% |
| 1Y | -58.8% | +20.6% | -79.4% | -60.3% |
| 3Y | -21.2% | +4.9% | -26.2% | -24.5% |
| 5Y | -3.3% | -37.9% | +34.5% | +3.3% |
| All | +81.0% | +101.8% | -20.8% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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