-17.6%
BSX vs DFNS
-99.9%
+82.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | 0.0% |
| 7D | -7.0% | +4.6% | -11.7% | -7.1% |
| 30D | -10.9% | -73.9% | +63.0% | -10.9% |
| 3M | -8.2% | -71.7% | +63.5% | -8.3% |
| 6M | -37.5% | -94.6% | +57.1% | -37.6% |
| YTD | -52.8% | -98.1% | +45.2% | -53.0% |
| 1Y | -58.4% | -98.3% | +39.9% | -58.5% |
| All | -17.6% | -99.9% | +82.3% | -17.1% |
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