+152.6%
BSX vs DKS
+6,026.4%
-5,873.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | -7.0% | -2.9% | -4.2% | -6.5% |
| 30D | -10.9% | -37.7% | +26.8% | -3.5% |
| 3M | -8.2% | -38.9% | +30.8% | -0.3% |
| 6M | -37.5% | -31.1% | -6.4% | -34.0% |
| YTD | -52.8% | -31.8% | -21.0% | -50.3% |
| 1Y | -58.4% | -38.0% | -20.4% | -55.5% |
| 3Y | -16.5% | +28.6% | -45.2% | -26.6% |
| 5Y | -1.0% | +12.5% | -13.5% | -14.6% |
| 10Y | +91.2% | +198.3% | -107.1% | +16.7% |
| All | +152.6% | +6,026.4% | -5,873.9% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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