+201.1%
BSX vs DGX
+8,631.6%
-8,430.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.6% |
| 7D | -8.2% | -3.5% | -4.7% | -7.2% |
| 30D | -15.8% | -2.7% | -13.1% | -15.1% |
| 3M | -10.8% | +13.9% | -24.7% | -14.3% |
| 6M | -38.4% | +16.0% | -54.4% | -41.3% |
| YTD | -54.8% | +34.9% | -89.7% | -59.0% |
| 1Y | -59.0% | +30.6% | -89.6% | -62.5% |
| 3Y | -20.0% | +93.0% | -113.0% | -35.8% |
| 5Y | -3.1% | +64.4% | -67.5% | -19.2% |
| 10Y | +83.3% | +248.1% | -164.8% | +18.8% |
| All | +201.1% | +8,631.6% | -8,430.4% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling