+81.0%
BSX vs DVA
+187.8%
-106.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -10.1% | -1.3% | -8.8% | -9.8% |
| 30D | -16.4% | 0.0% | -16.4% | -16.4% |
| 3M | -8.9% | -10.9% | +2.0% | -7.1% |
| 6M | -38.3% | +17.3% | -55.5% | -41.2% |
| YTD | -54.9% | +59.8% | -114.7% | -60.4% |
| 1Y | -58.8% | +36.3% | -95.1% | -62.4% |
| 3Y | -21.2% | +88.6% | -109.8% | -35.7% |
| 5Y | -3.3% | +47.5% | -50.9% | -18.0% |
| All | +81.0% | +187.8% | -106.8% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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