+91.2%
BSX vs JD
+14.7%
+76.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | +0.3% |
| 7D | -7.0% | -3.0% | -4.1% | -6.7% |
| 30D | -10.9% | -19.3% | +8.4% | -8.6% |
| 3M | -8.2% | -6.0% | -2.1% | -7.6% |
| 6M | -37.5% | +1.8% | -39.3% | -37.8% |
| YTD | -52.8% | -2.6% | -50.3% | -52.9% |
| 1Y | -58.4% | -17.4% | -41.0% | -57.7% |
| 3Y | -16.5% | -8.6% | -7.9% | -18.5% |
| 5Y | -1.0% | -61.6% | +60.6% | +4.7% |
| 10Y | +91.2% | +16.9% | +74.4% | +43.3% |
| All | +91.2% | +14.7% | +76.5% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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