-17.6%
BSX vs DLR
+58.6%
-76.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -7.0% | +2.9% | -9.9% | -7.5% |
| 30D | -10.9% | -1.2% | -9.7% | -10.8% |
| 3M | -8.2% | +2.9% | -11.1% | -9.0% |
| 6M | -37.5% | +6.7% | -44.1% | -38.4% |
| YTD | -52.8% | +23.9% | -76.7% | -55.2% |
| 1Y | -58.4% | +18.6% | -77.0% | -60.2% |
| All | -17.6% | +58.6% | -76.2% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling