-53.6%
BSX vs DFNS
-99.6%
+46.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -18.3% | +23.7% | +5.5% |
| 7D | +8.0% | -27.7% | +35.7% | +8.2% |
| 30D | +8.1% | -58.0% | +66.0% | +8.8% |
| 3M | -6.7% | -94.0% | +87.3% | -4.6% |
| 6M | -19.4% | -94.6% | +75.2% | -23.7% |
| YTD | -51.9% | -99.4% | +47.5% | -55.1% |
| 1Y | -53.6% | -99.6% | +46.0% | -56.2% |
| All | -53.6% | -99.6% | +46.0% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling