+9.4%
BSX vs DOCS
-36.0%
+45.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.0% |
| 7D | +2.0% | -1.4% | +3.5% | +2.1% |
| 30D | +0.1% | +21.8% | -21.7% | -1.5% |
| 3M | -2.1% | +27.3% | -29.4% | -4.0% |
| 6M | -33.8% | -0.3% | -33.5% | -34.3% |
| YTD | -49.9% | -40.5% | -9.4% | -48.6% |
| 1Y | -55.4% | -61.5% | +6.1% | -53.0% |
| 3Y | -10.9% | +8.2% | -19.0% | -13.5% |
| 5Y | +6.4% | -73.4% | +79.8% | +5.8% |
| All | +9.4% | -36.0% | +45.4% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling