+2.3%
BSX vs DKNG
+152.4%
-150.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.8% |
| 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% | -7.1% |
| 6M | -38.3% | -3.2% | -35.0% | -38.5% |
| YTD | -54.9% | -28.2% | -26.7% | -53.7% |
| 1Y | -58.8% | -46.1% | -12.7% | -56.4% |
| 3Y | -21.2% | -22.2% | +1.0% | -21.8% |
| 5Y | -3.3% | -60.4% | +57.1% | -1.8% |
| All | +2.3% | +152.4% | -150.1% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling