+27.4%
BSX vs DLR
+3,617.4%
-3,590.0%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 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