+12.2%
DIS vs BSX
-57.1%
+69.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +1.9% | +3.7% | -1.8% | +1.5% |
| 30D | +9.2% | +3.1% | +6.0% | +8.8% |
| 3M | +13.5% | -14.2% | +27.7% | +14.6% |
| 6M | +14.3% | -16.4% | +30.7% | +14.1% |
| YTD | +5.4% | -53.5% | +58.9% | +4.3% |
| 1Y | +12.2% | -57.8% | +69.9% | +12.1% |
| All | +12.2% | -57.1% | +69.2% | +12.1% |
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