+248.6%
BSX vs JD
+44.3%
+204.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.9% |
| 7D | -1.0% | -4.0% | +3.0% | -0.5% |
| 30D | +2.1% | +2.7% | -0.6% | +1.7% |
| 3M | -14.0% | -13.0% | -1.0% | -12.6% |
| 6M | -18.3% | -12.7% | -5.6% | -17.1% |
| YTD | -53.6% | -0.8% | -52.8% | -53.8% |
| 1Y | -57.6% | -8.9% | -48.7% | -57.2% |
| 3Y | -14.3% | +17.0% | -31.3% | -19.4% |
| 5Y | +5.1% | -63.5% | +68.6% | +12.2% |
| 10Y | +105.6% | +30.5% | +75.1% | +57.8% |
| All | +248.6% | +44.3% | +204.3% | +168.9% |
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