-21.2%
BSX vs DKNG
-23.0%
+1.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.7% |
| 7D | -10.1% | +3.0% | -13.1% | -10.4% |
| 30D | -16.4% | -3.0% | -13.4% | -16.2% |
| 3M | -8.9% | -17.6% | +8.7% | -7.5% |
| 6M | -38.3% | -3.2% | -35.0% | -38.3% |
| YTD | -54.9% | -28.2% | -26.7% | -53.4% |
| 1Y | -58.8% | -46.1% | -12.7% | -55.9% |
| 3Y | -21.2% | -22.2% | +1.0% | -21.7% |
| All | -21.2% | -23.0% | +1.8% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 3y: compounded portfolio wealth divided by compounded DKNG 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…
3y analysis · Full analysis span regression · 6 months rolling