+1.1%
BSX vs DT
+101.6%
-100.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.8% | -4.5% |
| 7D | -8.2% | -2.5% | -5.7% | -7.7% |
| 30D | -15.8% | +3.5% | -19.3% | -16.5% |
| 3M | -10.8% | +26.7% | -37.6% | -15.7% |
| 6M | -38.4% | +36.1% | -74.5% | -43.0% |
| YTD | -54.8% | +18.6% | -73.4% | -57.1% |
| 1Y | -59.0% | +7.9% | -66.9% | -60.4% |
| 3Y | -20.0% | +8.6% | -28.6% | -24.1% |
| 5Y | -3.1% | -26.7% | +23.6% | -3.5% |
| All | +1.1% | +101.6% | -100.5% | -31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling