+31.9%
DIS vs BSX
+106.5%
-74.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.9% | +3.7% | -1.8% | +0.4% |
| 30D | +9.2% | +3.1% | +6.0% | +7.6% |
| 3M | +13.5% | -14.2% | +27.7% | +19.9% |
| 6M | +14.3% | -16.4% | +30.7% | +20.8% |
| YTD | +5.4% | -53.5% | +58.9% | +40.0% |
| 1Y | +12.2% | -57.8% | +69.9% | +55.6% |
| 3Y | +37.2% | -17.4% | +54.6% | +36.8% |
| 5Y | -23.1% | +5.4% | -28.5% | -33.1% |
| All | +31.9% | +106.5% | -74.7% | -4.2% |
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 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