+12.2%
BSX vs DT
+103.5%
-91.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.1% |
| 7D | +2.0% | -3.3% | +5.3% | +2.7% |
| 30D | +0.1% | +2.0% | -1.9% | -0.5% |
| 3M | -2.1% | +20.0% | -22.1% | -6.4% |
| 6M | -33.8% | +39.3% | -73.1% | -39.1% |
| YTD | -49.9% | +19.8% | -69.6% | -52.5% |
| 1Y | -55.4% | +4.3% | -59.7% | -56.6% |
| 3Y | -10.9% | +7.7% | -18.6% | -15.2% |
| 5Y | +6.4% | -26.8% | +33.2% | +6.0% |
| All | +12.2% | +103.5% | -91.3% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling