-2.5%
BSX vs DUOL
-16.8%
+14.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.3% | -8.4% | -4.4% |
| 7D | -8.2% | -8.6% | +0.4% | -7.6% |
| 30D | -15.8% | +7.2% | -23.0% | -16.3% |
| 3M | -10.8% | +19.1% | -29.9% | -12.2% |
| 6M | -38.4% | +52.5% | -90.9% | -40.4% |
| YTD | -54.8% | -17.3% | -37.5% | -54.6% |
| 1Y | -59.0% | -49.2% | -9.8% | -57.8% |
| 3Y | -20.0% | -7.3% | -12.7% | -22.3% |
| All | -2.5% | -16.8% | +14.3% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling