+22.7%
DIS vs BSX
+84.4%
-61.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +3.2% |
| 7D | -1.3% | -8.2% | +6.9% | +1.9% |
| 30D | +2.2% | -15.8% | +18.0% | +9.0% |
| 3M | +8.1% | -10.8% | +19.0% | +12.4% |
| 6M | +5.2% | -38.4% | +43.6% | +25.5% |
| YTD | -6.3% | -54.8% | +48.5% | +25.9% |
| 1Y | -7.3% | -59.0% | +51.8% | +29.9% |
| 3Y | +33.8% | -20.0% | +53.8% | +35.2% |
| 5Y | -40.7% | -3.1% | -37.7% | -46.2% |
| All | +22.7% | +84.4% | -61.8% | -7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling