+11.0%
BSX vs DDOG
+427.7%
-416.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | +2.0% | -10.1% | +12.2% | +3.0% |
| 30D | +0.1% | -24.8% | +24.9% | +2.4% |
| 3M | -2.1% | -12.6% | +10.4% | -1.6% |
| 6M | -33.8% | +79.9% | -113.8% | -39.0% |
| YTD | -49.9% | +56.6% | -106.4% | -53.3% |
| 1Y | -55.4% | +61.6% | -117.0% | -58.9% |
| 3Y | -10.9% | +117.9% | -128.7% | -22.3% |
| 5Y | +6.4% | +54.2% | -47.8% | -7.7% |
| All | +11.0% | +427.7% | -416.7% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling