+7.3%
BSX vs DG
-35.8%
+43.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | +3.7% | +0.3% | +3.4% | +3.7% |
| 30D | +3.1% | +3.2% | -0.1% | +2.8% |
| 3M | -14.2% | +10.4% | -24.6% | -14.9% |
| 6M | -16.4% | +33.2% | -49.6% | -18.3% |
| YTD | -53.5% | +3.0% | -56.5% | -53.8% |
| 1Y | -57.8% | +31.2% | -89.0% | -58.7% |
| 3Y | -17.4% | +21.8% | -39.3% | -20.1% |
| All | +7.3% | -35.8% | +43.1% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling