+701.9%
BSX vs DLTR
+10,500.9%
-9,799.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.4% | -4.2% |
| 7D | -8.2% | -9.4% | +1.2% | -6.7% |
| 30D | -15.8% | -7.3% | -8.5% | -14.8% |
| 3M | -10.8% | +7.6% | -18.4% | -12.0% |
| 6M | -38.4% | +1.6% | -40.0% | -39.0% |
| YTD | -54.8% | -3.5% | -51.3% | -55.0% |
| 1Y | -59.0% | +20.0% | -79.1% | -60.8% |
| 3Y | -20.0% | +2.3% | -22.3% | -23.6% |
| 5Y | -3.1% | +31.5% | -34.6% | -13.8% |
| 10Y | +83.3% | +45.4% | +38.0% | +54.1% |
| All | +701.9% | +10,500.9% | -9,799.0% | +185.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling