+906.7%
BSX vs DTE
+2,226.7%
-1,320.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -3.5% |
| 7D | -8.2% | -2.0% | -6.2% | -7.3% |
| 30D | -15.8% | -2.4% | -13.4% | -14.9% |
| 3M | -10.8% | -7.3% | -3.5% | -7.6% |
| 6M | -38.4% | -7.6% | -30.8% | -36.2% |
| YTD | -54.8% | +5.8% | -60.6% | -56.3% |
| 1Y | -59.0% | +2.3% | -61.4% | -59.8% |
| 3Y | -20.0% | +45.0% | -65.0% | -35.1% |
| 5Y | -3.1% | +33.2% | -36.3% | -19.1% |
| 10Y | +83.3% | +141.4% | -58.1% | +10.2% |
| All | +906.7% | +2,226.7% | -1,320.0% | +103.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling