+436.8%
BSX vs DG
+614.5%
-177.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | +3.7% | +0.3% | +3.4% | +3.7% |
| 30D | +3.1% | +3.2% | -0.1% | +2.5% |
| 3M | -14.2% | +10.4% | -24.6% | -15.9% |
| 6M | -16.4% | +33.2% | -49.6% | -21.0% |
| YTD | -53.5% | +3.0% | -56.5% | -54.1% |
| 1Y | -57.8% | +31.2% | -89.0% | -60.3% |
| 3Y | -17.4% | +21.8% | -39.3% | -24.6% |
| 5Y | +5.4% | -35.0% | +40.4% | +10.6% |
| 10Y | +106.2% | +106.0% | +0.2% | +53.5% |
| All | +436.8% | +614.5% | -177.7% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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