+13.8%
BSX vs DOCN
+74.7%
-60.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.5% | -6.8% | -4.3% |
| 7D | +1.8% | -19.2% | +21.0% | +2.6% |
| 30D | +2.8% | -43.1% | +45.9% | +5.0% |
| 3M | -13.3% | -40.7% | +27.4% | -11.8% |
| 6M | -23.7% | -55.0% | +31.3% | -21.6% |
| YTD | -55.2% | +50.6% | -105.8% | -57.8% |
| 1Y | -56.8% | +54.0% | -110.8% | -59.5% |
| 3Y | -19.0% | +203.9% | -222.9% | -29.4% |
| 5Y | -0.9% | -29.4% | +28.4% | -10.1% |
| All | +13.8% | +74.7% | -60.9% | +5.6% |
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