-53.6%
BSX vs DT
-5.1%
-48.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.9% | +5.4% |
| 7D | +8.0% | -25.5% | +33.5% | +9.8% |
| 30D | +8.1% | -22.3% | +30.4% | +9.5% |
| 3M | -6.7% | +2.3% | -9.0% | -7.0% |
| 6M | -19.4% | +20.7% | -40.1% | -20.9% |
| YTD | -51.9% | +7.9% | -59.9% | -51.3% |
| 1Y | -53.6% | -5.7% | -47.9% | -52.2% |
| All | -53.6% | -5.1% | -48.5% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling