+277.0%
BSX vs JD
+48.3%
+228.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.6% |
| 7D | +2.0% | -1.7% | +3.7% | +2.3% |
| 30D | +0.1% | -13.2% | +13.3% | +1.9% |
| 3M | -2.1% | -3.2% | +1.0% | -1.8% |
| 6M | -33.8% | +15.2% | -49.0% | -35.2% |
| YTD | -49.9% | +2.0% | -51.8% | -50.2% |
| 1Y | -55.4% | -5.4% | -50.1% | -55.4% |
| 3Y | -10.9% | -9.1% | -1.7% | -13.0% |
| 5Y | +6.4% | -59.6% | +66.0% | +11.3% |
| 10Y | +97.0% | +26.2% | +70.8% | +52.2% |
| All | +277.0% | +48.3% | +228.7% | +190.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling