-10.1%
DIS vs BSX
-55.6%
+45.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -1.9% |
| 7D | -2.6% | +2.0% | -4.6% | -2.7% |
| 30D | +3.5% | +0.1% | +3.4% | +3.5% |
| 3M | +6.8% | -2.1% | +9.0% | +6.4% |
| 6M | +3.0% | -33.8% | +36.8% | +2.5% |
| YTD | -6.7% | -49.9% | +43.1% | -6.8% |
| 1Y | -10.1% | -55.4% | +45.4% | -8.2% |
| All | -10.1% | -55.6% | +45.5% | -8.2% |
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