-17.6%
BSX vs DDOG
+129.4%
-147.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.2% | -7.2% | -0.4% |
| 7D | -7.0% | +7.7% | -14.7% | -7.4% |
| 30D | -10.9% | -13.6% | +2.7% | -10.3% |
| 3M | -8.2% | -0.9% | -7.3% | -8.7% |
| 6M | -37.5% | +75.2% | -112.7% | -40.9% |
| YTD | -52.8% | +65.7% | -118.5% | -55.3% |
| 1Y | -58.4% | +60.4% | -118.8% | -60.7% |
| All | -17.6% | +129.4% | -147.0% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling