+81.0%
BSX vs DHR
+209.4%
-128.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -10.1% | -3.6% | -6.5% | -8.7% |
| 30D | -16.4% | -2.7% | -13.7% | -15.5% |
| 3M | -8.9% | +10.9% | -19.8% | -13.3% |
| 6M | -38.3% | +3.0% | -41.3% | -39.8% |
| YTD | -54.9% | -12.2% | -42.7% | -53.1% |
| 1Y | -58.8% | +3.3% | -62.1% | -60.5% |
| 3Y | -21.2% | -8.2% | -13.0% | -23.3% |
| 5Y | -3.3% | -29.9% | +26.6% | +6.0% |
| All | +81.0% | +209.4% | -128.5% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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