+444.6%
BSX vs DG
+577.8%
-133.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.0% | -1.9% | -5.1% |
| 7D | -6.4% | -2.5% | -4.0% | -6.0% |
| 30D | -8.8% | +1.0% | -9.8% | -9.0% |
| 3M | -7.6% | +20.3% | -28.0% | -10.9% |
| 6M | -37.0% | -11.7% | -25.2% | -35.8% |
| YTD | -52.8% | -2.3% | -50.5% | -53.0% |
| 1Y | -58.4% | +20.0% | -78.4% | -60.3% |
| 3Y | -16.5% | +7.2% | -23.7% | -21.6% |
| 5Y | -1.2% | -37.9% | +36.8% | +4.6% |
| 10Y | +83.7% | +107.3% | -23.6% | +35.9% |
| All | +444.6% | +577.8% | -133.2% | +178.7% |
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