+24.5%
BSX vs DFNS
-99.9%
+124.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.8% |
| 7D | +2.0% | -16.0% | +18.0% | +2.1% |
| 30D | +0.1% | -77.7% | +77.8% | +0.2% |
| 3M | -2.1% | -77.2% | +75.0% | -2.3% |
| 6M | -33.8% | -95.2% | +61.4% | -33.9% |
| YTD | -49.9% | -98.0% | +48.1% | -50.0% |
| 1Y | -55.4% | -98.3% | +42.8% | -55.6% |
| 3Y | -10.9% | -99.9% | +89.0% | -9.0% |
| 5Y | +6.4% | -99.9% | +106.3% | +3.7% |
| All | +24.5% | -99.9% | +124.4% | +20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling