+143.3%
DELL vs BSX
-53.7%
+197.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.3% | -14.2% | -6.8% |
| 7D | -24.6% | +8.0% | -32.6% | -22.1% |
| 30D | -32.5% | +8.1% | -40.6% | -30.1% |
| 3M | -20.2% | -6.7% | -13.5% | -20.4% |
| 6M | +76.5% | -19.4% | +95.9% | +75.8% |
| YTD | +198.9% | -51.9% | +250.9% | +161.2% |
| 1Y | +143.3% | -53.6% | +197.0% | +112.6% |
| All | +143.3% | -53.7% | +197.0% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 1y: compounded portfolio wealth divided by compounded BSX 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…
1y analysis · Full analysis span regression · 6 months rolling