+113.3%
BSX vs DIA
+235.1%
-121.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +3.7% | +2.1% | +1.6% | +1.8% |
| 30D | +3.1% | +1.5% | +1.6% | +1.8% |
| 3M | -14.2% | -2.4% | -11.8% | -12.3% |
| 6M | -16.4% | +6.0% | -22.4% | -20.8% |
| YTD | -53.5% | +10.1% | -63.6% | -57.7% |
| 1Y | -57.8% | +11.8% | -69.6% | -62.2% |
| 3Y | -17.4% | +59.7% | -77.2% | -47.7% |
| 5Y | +5.4% | +57.9% | -52.5% | -32.7% |
| All | +113.3% | +235.1% | -121.8% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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