+18.8%
BSX vs DOW
-15.4%
+34.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -6.0% |
| 7D | -6.4% | -2.9% | -3.5% | -5.8% |
| 30D | -8.8% | +2.0% | -10.7% | -9.4% |
| 3M | -7.6% | -12.5% | +4.9% | -4.9% |
| 6M | -37.0% | -9.2% | -27.8% | -36.6% |
| YTD | -52.8% | +30.8% | -83.6% | -57.9% |
| 1Y | -58.4% | +29.4% | -87.8% | -63.2% |
| 3Y | -16.5% | -34.6% | +18.1% | -10.3% |
| 5Y | -1.2% | -35.9% | +34.8% | +4.9% |
| All | +18.8% | -15.4% | +34.2% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DOW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling