+589.0%
BSX vs DRI
+7,577.6%
-6,988.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +2.0% | +0.6% | +1.5% | +1.9% |
| 30D | +0.1% | +3.8% | -3.7% | -0.9% |
| 3M | -2.1% | +13.0% | -15.2% | -5.6% |
| 6M | -33.8% | +8.3% | -42.1% | -35.5% |
| YTD | -49.9% | +20.6% | -70.5% | -52.8% |
| 1Y | -55.4% | +6.5% | -61.9% | -56.7% |
| 3Y | -10.9% | +53.7% | -64.6% | -23.1% |
| 5Y | +6.4% | +72.7% | -66.3% | -12.3% |
| 10Y | +97.0% | +363.2% | -266.1% | +14.9% |
| All | +589.0% | +7,577.6% | -6,988.6% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling