-17.4%
BSX vs DOCN
+245.3%
-262.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.4% |
| 7D | +3.7% | +19.1% | -15.4% | +3.5% |
| 30D | +3.1% | -21.0% | +24.1% | +3.3% |
| 3M | -14.2% | -34.7% | +20.5% | -13.9% |
| 6M | -16.4% | -45.8% | +29.3% | -15.8% |
| YTD | -53.5% | +79.4% | -132.9% | -55.9% |
| 1Y | -57.8% | +91.0% | -148.8% | -60.1% |
| 3Y | -17.4% | +237.5% | -254.9% | -21.9% |
| All | -17.4% | +245.3% | -262.7% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 3y: compounded portfolio wealth divided by compounded DOCN 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…
3y analysis · Full analysis span regression · 6 months rolling