-0.2%
BSX vs DDOG
+448.2%
-448.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.3% |
| 7D | -10.1% | +3.9% | -14.0% | -10.4% |
| 30D | -16.4% | -8.2% | -8.2% | -15.9% |
| 3M | -8.9% | -5.6% | -3.3% | -9.1% |
| 6M | -38.3% | +73.5% | -111.8% | -42.8% |
| YTD | -54.9% | +62.7% | -117.6% | -58.1% |
| 1Y | -58.8% | +59.0% | -117.8% | -61.9% |
| 3Y | -21.2% | +117.1% | -138.4% | -31.2% |
| 5Y | -3.3% | +61.3% | -64.6% | -16.6% |
| All | -0.2% | +448.2% | -448.4% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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