+290.7%
BSX vs DIA
+1,144.9%
-854.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.3% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | +0.1% | -1.5% | +1.7% | +1.5% |
| 3M | -2.1% | +3.8% | -5.9% | -5.5% |
| 6M | -33.8% | +10.3% | -44.1% | -39.7% |
| YTD | -49.9% | +12.1% | -62.0% | -55.2% |
| 1Y | -55.4% | +18.6% | -74.1% | -62.3% |
| 3Y | -10.9% | +60.6% | -71.5% | -43.3% |
| 5Y | +6.4% | +64.4% | -58.0% | -33.9% |
| 10Y | +97.0% | +250.1% | -153.1% | -38.3% |
| All | +290.7% | +1,144.9% | -854.2% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling