-55.4%
BSX vs DLR
+19.9%
-75.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +2.0% | +1.6% | +0.5% | +2.1% |
| 30D | +0.1% | -3.4% | +3.5% | 0.0% |
| 3M | -2.1% | +0.5% | -2.7% | -2.3% |
| 6M | -33.8% | +4.6% | -38.4% | -33.2% |
| YTD | -49.9% | +23.4% | -73.3% | -47.4% |
| 1Y | -55.4% | +19.0% | -74.5% | -52.7% |
| All | -55.4% | +19.9% | -75.4% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling