+63.5%
BSX vs DOCU
+80.0%
-16.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.4% |
| 7D | +2.0% | +6.9% | -4.8% | +1.3% |
| 30D | +0.1% | +19.0% | -18.9% | -1.8% |
| 3M | -2.1% | +34.3% | -36.4% | -5.5% |
| 6M | -33.8% | +48.0% | -81.8% | -36.9% |
| YTD | -49.9% | 0.0% | -49.9% | -50.3% |
| 1Y | -55.4% | -10.3% | -45.2% | -55.4% |
| 3Y | -10.9% | +32.4% | -43.3% | -16.3% |
| 5Y | +6.4% | -77.9% | +84.3% | +13.6% |
| All | +63.5% | +80.0% | -16.5% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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