-17.6%
BSX vs DT
+6.3%
-23.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.1% |
| 7D | -7.0% | -0.5% | -6.5% | -7.0% |
| 30D | -10.9% | +0.1% | -11.0% | -11.0% |
| 3M | -8.2% | +24.1% | -32.3% | -11.7% |
| 6M | -37.5% | +30.1% | -67.6% | -40.6% |
| YTD | -52.8% | +16.8% | -69.6% | -54.2% |
| 1Y | -58.4% | -0.1% | -58.3% | -58.3% |
| All | -17.6% | +6.3% | -23.9% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling