-17.4%
BSX vs DDOG
+77.9%
-95.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +3.7% | +2.9% | +0.9% | +3.6% |
| 30D | +3.1% | -31.6% | +34.7% | +4.5% |
| 3M | -14.2% | -27.0% | +12.8% | -13.4% |
| 6M | -16.4% | -10.3% | -6.1% | -17.5% |
| YTD | -53.5% | +35.4% | -88.9% | -56.0% |
| 1Y | -57.8% | -1.0% | -56.8% | -58.8% |
| 3Y | -17.4% | +76.7% | -94.1% | -27.1% |
| All | -17.4% | +77.9% | -95.4% | -27.1% |
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