-23.9%
DIS vs BSX
+6.3%
-30.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +0.6% | -1.5% | +2.1% | +1.0% |
| 30D | +10.3% | +2.9% | +7.3% | +9.1% |
| 3M | +15.6% | -11.8% | +27.4% | +19.7% |
| 6M | +15.1% | -15.4% | +30.6% | +19.7% |
| YTD | +6.0% | -52.7% | +58.6% | +34.2% |
| 1Y | +5.7% | -56.0% | +61.7% | +38.2% |
| 3Y | +39.8% | -12.5% | +52.3% | +28.5% |
| 5Y | -23.9% | +7.6% | -31.4% | -40.9% |
| All | -23.9% | +6.3% | -30.2% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling