-7.3%
DIS vs BSX
-60.1%
+52.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +1.9% |
| 7D | -1.3% | -8.2% | +6.9% | -0.6% |
| 30D | +2.2% | -15.8% | +18.0% | +3.5% |
| 3M | +8.1% | -10.8% | +19.0% | +8.5% |
| 6M | +5.2% | -38.4% | +43.6% | +5.4% |
| YTD | -6.3% | -54.8% | +48.5% | -6.0% |
| 1Y | -7.3% | -59.0% | +51.8% | -6.3% |
| All | -7.3% | -60.1% | +52.8% | -6.3% |
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