+32.8%
DIS vs BSX
-16.1%
+48.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.7% | +0.9% |
| 7D | -1.1% | -6.4% | +5.4% | +0.2% |
| 30D | +0.1% | -8.8% | +8.9% | +1.8% |
| 3M | +7.1% | -7.6% | +14.7% | +8.3% |
| 6M | +4.3% | -37.0% | +41.2% | +13.0% |
| YTD | -6.9% | -52.8% | +45.9% | +7.7% |
| 1Y | -10.3% | -58.4% | +48.1% | +8.6% |
| 3Y | +32.8% | -16.5% | +49.3% | +41.8% |
| All | +32.8% | -16.1% | +48.9% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling