-55.4%
BSX vs DGX
+33.7%
-89.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.8% | +1.9% |
| 7D | +2.0% | -2.3% | +4.4% | +2.3% |
| 30D | +0.1% | +0.6% | -0.4% | +0.1% |
| 3M | -2.1% | +21.4% | -23.6% | -3.8% |
| 6M | -33.8% | +14.7% | -48.5% | -35.1% |
| YTD | -49.9% | +38.4% | -88.3% | -51.1% |
| 1Y | -55.4% | +34.0% | -89.4% | -56.5% |
| All | -55.4% | +33.7% | -89.1% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling