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  • BSX vs DLR✓SelectedUSD · DLRBSX vs DLR performance historyLatest closeAs of-5.90%09/08
Stock and ETF performance explorer

BSX vs DLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+27.4%
DLR return
+3,617.4%
Excess return
-3,590.0%
Maximum drawdown
-86.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLRExcessAlpha
1D-5.9%+0.6%-6.5%-6.1%
7D-6.4%+3.4%-9.8%-7.4%
30D-8.8%-2.2%-6.6%-8.3%
3M-7.6%+4.7%-12.4%-9.3%
6M-37.0%+9.0%-46.0%-38.9%
YTD-52.8%+24.1%-77.0%-56.1%
1Y-58.4%+20.9%-79.3%-61.2%
3Y-16.5%+60.0%-76.5%-29.4%
5Y-1.2%+35.3%-36.5%-14.1%
10Y+83.7%+165.8%-82.0%+27.4%
All+27.4%+3,617.4%-3,590.0%-52.1%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling