+113.3%
BSX vs DRI
+331.7%
-218.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +3.7% | +1.1% | +2.7% | +3.4% |
| 30D | +3.1% | +9.7% | -6.6% | +0.4% |
| 3M | -14.2% | +3.2% | -17.4% | -15.0% |
| 6M | -16.4% | +20.6% | -37.0% | -21.2% |
| YTD | -53.5% | +28.3% | -81.7% | -57.3% |
| 1Y | -57.8% | +34.5% | -92.3% | -61.8% |
| 3Y | -17.4% | +66.5% | -84.0% | -31.5% |
| 5Y | +5.4% | +79.6% | -74.3% | -16.0% |
| All | +113.3% | +331.7% | -218.5% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling