+1,016.5%
BSX vs DOC
+1,665.0%
-648.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 3M | -2.1% | +6.9% | -9.0% | -4.3% |
| 6M | -33.8% | +20.7% | -54.5% | -38.0% |
| YTD | -49.9% | +34.1% | -84.0% | -54.7% |
| 1Y | -55.4% | +22.6% | -78.1% | -58.7% |
| 3Y | -10.9% | +20.8% | -31.7% | -18.5% |
| 5Y | +6.4% | -24.9% | +31.3% | +11.5% |
| 10Y | +97.0% | -1.8% | +98.9% | +83.1% |
| All | +1,016.5% | +1,665.0% | -648.5% | +307.6% |
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