-17.4%
BSX vs DFNS
-100.0%
+82.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.3% |
| 7D | +3.7% | -6.0% | +9.7% | +3.7% |
| 30D | +3.1% | -71.2% | +74.3% | +3.2% |
| 3M | -14.2% | -94.5% | +80.3% | -14.1% |
| 6M | -16.4% | -96.5% | +80.1% | -16.5% |
| YTD | -53.5% | -99.6% | +46.1% | -53.6% |
| 1Y | -57.8% | -99.7% | +41.9% | -57.9% |
| 3Y | -17.4% | -100.0% | +82.5% | -16.7% |
| All | -17.4% | -100.0% | +82.5% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling