+942.7%
BSX vs DOC
+1,637.7%
-695.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.5% |
| 7D | +4.6% | +6.2% | -1.7% | +2.7% |
| 30D | +5.8% | +6.5% | -0.7% | +3.9% |
| 3M | -6.5% | -6.2% | -0.3% | -4.8% |
| 6M | -20.3% | +25.6% | -45.8% | -26.1% |
| YTD | -53.2% | +32.1% | -85.3% | -57.4% |
| 1Y | -54.9% | +20.3% | -75.2% | -57.8% |
| 3Y | -15.0% | +42.7% | -57.8% | -26.0% |
| 5Y | +3.4% | -22.2% | +25.6% | +7.3% |
| 10Y | +107.1% | +16.5% | +90.5% | +83.4% |
| All | +942.7% | +1,637.7% | -695.0% | +282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling