-2.8%
BSX vs DGX
+66.8%
-69.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -10.1% | -0.9% | -9.2% | -9.9% |
| 30D | -16.4% | -1.2% | -15.3% | -16.2% |
| 3M | -8.9% | +15.8% | -24.7% | -11.8% |
| 6M | -38.3% | +18.2% | -56.4% | -40.6% |
| YTD | -54.9% | +37.2% | -92.1% | -58.2% |
| 1Y | -58.8% | +30.4% | -89.2% | -61.4% |
| 3Y | -21.2% | +96.7% | -117.9% | -34.6% |
| All | -2.8% | +66.8% | -69.6% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling