+81.0%
BSX vs DTE
+137.8%
-56.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.4% |
| 7D | -10.1% | -2.6% | -7.5% | -9.0% |
| 30D | -16.4% | -4.4% | -12.0% | -14.6% |
| 3M | -8.9% | -8.3% | -0.5% | -5.1% |
| 6M | -38.3% | -8.1% | -30.2% | -36.0% |
| YTD | -54.9% | +4.4% | -59.3% | -56.2% |
| 1Y | -58.8% | +0.2% | -59.0% | -59.2% |
| 3Y | -21.2% | +42.6% | -63.8% | -35.9% |
| 5Y | -3.3% | +31.5% | -34.8% | -19.0% |
| All | +81.0% | +137.8% | -56.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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