+18.8%
BSX vs DOCN
+70.4%
-51.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -15.9% | +13.3% | -1.9% |
| 7D | +4.6% | -29.3% | +33.8% | +6.0% |
| 30D | +5.8% | -46.0% | +51.8% | +8.3% |
| 3M | -6.5% | -43.2% | +36.7% | -4.7% |
| 6M | -20.3% | -53.7% | +33.5% | -18.3% |
| YTD | -53.2% | +46.9% | -100.1% | -55.9% |
| 1Y | -54.9% | +54.3% | -109.2% | -57.6% |
| 3Y | -15.0% | +185.5% | -200.6% | -25.6% |
| 5Y | +3.4% | -31.1% | +34.5% | -6.0% |
| All | +18.8% | +70.4% | -51.6% | +10.3% |
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