-37.5%
BSX vs DVA
+22.0%
-59.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.1% |
| 7D | -7.0% | +2.0% | -9.1% | -7.1% |
| 30D | -10.9% | -0.4% | -10.5% | -10.9% |
| 3M | -8.2% | -7.7% | -0.5% | -7.6% |
| 6M | -37.5% | +20.0% | -57.4% | -38.4% |
| All | -37.5% | +22.0% | -59.5% | -38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling