-5.4%
BSX vs DUOL
+1.6%
-7.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -10.1% | -7.0% | -3.1% | -9.7% |
| 30D | -16.4% | +6.7% | -23.1% | -16.9% |
| 3M | -8.9% | +16.0% | -24.9% | -10.0% |
| 6M | -38.3% | +45.4% | -83.7% | -40.1% |
| YTD | -54.9% | -18.1% | -36.8% | -54.7% |
| 1Y | -58.8% | -53.6% | -5.3% | -57.3% |
| 3Y | -21.2% | -11.0% | -10.3% | -23.1% |
| 5Y | -3.3% | -17.1% | +13.8% | -10.7% |
| All | -5.4% | +1.6% | -7.0% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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