-56.8%
BSX vs DOC
+20.9%
-77.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.4% |
| 7D | +1.8% | +6.5% | -4.6% | +0.8% |
| 30D | +2.8% | +9.2% | -6.3% | +1.4% |
| 3M | -13.3% | -2.5% | -10.8% | -13.5% |
| 6M | -23.7% | +7.1% | -30.7% | -24.6% |
| YTD | -55.2% | +33.0% | -88.2% | -56.3% |
| 1Y | -56.8% | +23.3% | -80.1% | -57.2% |
| All | -56.8% | +20.9% | -77.8% | -57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling