+96.5%
BSX vs DOC
-2.1%
+98.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.4% |
| 7D | +2.0% | -1.5% | +3.5% | +2.5% |
| 30D | +0.1% | -4.8% | +4.9% | +1.6% |
| 3M | -2.1% | +6.9% | -9.0% | -4.6% |
| 6M | -33.8% | +20.7% | -54.5% | -38.4% |
| YTD | -49.9% | +34.1% | -84.0% | -55.2% |
| 1Y | -55.4% | +22.6% | -78.1% | -59.0% |
| 3Y | -10.9% | +20.8% | -31.7% | -19.4% |
| 5Y | +6.4% | -24.9% | +31.3% | +14.9% |
| All | +96.5% | -2.1% | +98.5% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling