-0.9%
BSX vs DRI
+71.2%
-72.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.5% |
| 7D | -6.4% | -1.2% | -5.2% | -6.1% |
| 30D | -8.8% | -0.4% | -8.4% | -8.7% |
| 3M | -7.6% | +9.5% | -17.1% | -9.7% |
| 6M | -37.0% | +6.5% | -43.4% | -38.1% |
| YTD | -52.8% | +18.4% | -71.2% | -55.3% |
| 1Y | -58.4% | +4.2% | -62.6% | -59.2% |
| 3Y | -16.5% | +57.1% | -73.6% | -29.0% |
| All | -0.9% | +71.2% | -72.2% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling