+7.3%
BSX vs DT
-37.8%
+45.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +3.7% | +3.1% | +0.6% | +3.2% |
| 30D | +3.1% | -29.5% | +32.7% | +9.1% |
| 3M | -14.2% | -11.7% | -2.5% | -12.9% |
| 6M | -16.4% | +29.0% | -45.4% | -21.2% |
| YTD | -53.5% | +3.4% | -56.9% | -54.6% |
| 1Y | -57.8% | -4.2% | -53.5% | -58.1% |
| 3Y | -17.4% | -12.8% | -4.6% | -17.9% |
| All | +7.3% | -37.8% | +45.0% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling