-3.1%
BSX vs DFNS
-99.9%
+96.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.7% | -4.1% |
| 7D | -8.2% | -3.3% | -4.9% | -8.2% |
| 30D | -15.8% | -73.1% | +57.3% | -15.8% |
| 3M | -10.8% | -71.4% | +60.5% | -10.9% |
| 6M | -38.4% | -93.8% | +55.5% | -38.5% |
| YTD | -54.8% | -98.0% | +43.2% | -54.9% |
| 1Y | -59.0% | -98.2% | +39.1% | -59.1% |
| 3Y | -20.0% | -99.9% | +79.9% | -18.9% |
| 5Y | -3.1% | -99.9% | +96.8% | +2.8% |
| All | -3.1% | -99.9% | +96.8% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling