+27.2%
BSX vs DOCN
+171.0%
-143.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.7% |
| 7D | +2.0% | +1.1% | +0.9% | +2.0% |
| 30D | +0.1% | -9.6% | +9.8% | +0.5% |
| 3M | -2.1% | -37.7% | +35.5% | -0.3% |
| 6M | -33.8% | +115.2% | -149.0% | -38.1% |
| YTD | -49.9% | +133.7% | -183.6% | -53.5% |
| 1Y | -55.4% | +250.2% | -305.6% | -60.0% |
| 3Y | -10.9% | +320.3% | -331.1% | -22.8% |
| 5Y | +6.4% | +53.1% | -46.7% | -4.3% |
| All | +27.2% | +171.0% | -143.8% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling