-58.7%
BSX vs DT
+6.9%
-65.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.8% | -4.2% |
| 7D | -8.2% | -2.5% | -5.7% | -8.1% |
| 30D | -15.8% | +3.5% | -19.3% | -16.0% |
| 3M | -10.8% | +26.7% | -37.6% | -12.5% |
| 6M | -38.4% | +36.1% | -74.5% | -39.7% |
| YTD | -54.8% | +18.6% | -73.4% | -54.7% |
| All | -58.7% | +6.9% | -65.6% | -58.8% |
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