-55.4%
BSX vs DLTR
+29.2%
-84.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +2.0% | +2.5% | -0.4% | +1.9% |
| 30D | +0.1% | +2.1% | -1.9% | 0.0% |
| 3M | -2.1% | +20.3% | -22.4% | -2.5% |
| 6M | -33.8% | +11.5% | -45.3% | -33.9% |
| YTD | -49.9% | +6.8% | -56.7% | -50.1% |
| 1Y | -55.4% | +31.1% | -86.5% | -58.4% |
| All | -55.4% | +29.2% | -84.7% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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