+326.9%
BSX vs DVA
+5,166.5%
-4,839.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.3% |
| 7D | -7.0% | +2.0% | -9.1% | -7.3% |
| 30D | -10.9% | -0.4% | -10.5% | -10.9% |
| 3M | -8.2% | -7.7% | -0.5% | -7.4% |
| 6M | -37.5% | +20.0% | -57.4% | -39.7% |
| YTD | -52.8% | +61.1% | -113.9% | -56.7% |
| 1Y | -58.4% | +33.9% | -92.3% | -60.8% |
| 3Y | -16.5% | +91.5% | -108.1% | -26.4% |
| 5Y | -1.0% | +41.8% | -42.8% | -10.5% |
| 10Y | +91.2% | +187.5% | -96.3% | +53.5% |
| All | +326.9% | +5,166.5% | -4,839.6% | +192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling