-1.4%
BSX vs DOC
-21.4%
+20.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.4% |
| 7D | +1.8% | +6.5% | -4.6% | +0.3% |
| 30D | +2.8% | +9.2% | -6.3% | +0.7% |
| 3M | -13.3% | -2.5% | -10.8% | -12.9% |
| 6M | -23.7% | +7.1% | -30.7% | -25.0% |
| YTD | -55.2% | +33.0% | -88.2% | -58.5% |
| 1Y | -56.8% | +23.3% | -80.1% | -59.2% |
| 3Y | -19.0% | +44.9% | -64.0% | -28.3% |
| All | -1.4% | -21.4% | +20.1% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling