+3.2%
BSX vs DOCS
-19.3%
+22.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.8% |
| 7D | -1.5% | -4.2% | +2.7% | -1.2% |
| 30D | +2.9% | +8.6% | -5.7% | +2.4% |
| 3M | -11.8% | +27.2% | -39.1% | -13.2% |
| 6M | -15.4% | +26.5% | -41.9% | -17.2% |
| YTD | -52.7% | -25.0% | -27.7% | -52.2% |
| 1Y | -56.0% | -37.0% | -19.0% | -55.0% |
| 3Y | -12.5% | +39.4% | -51.9% | -16.3% |
| 5Y | +7.6% | -56.7% | +64.2% | +5.3% |
| All | +3.2% | -19.3% | +22.6% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling