-58.8%
BSX vs DVN
+47.2%
-106.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -10.1% | +4.5% | -14.6% | -10.0% |
| 30D | -16.4% | +12.0% | -28.4% | -16.4% |
| 3M | -8.9% | +13.4% | -22.3% | -9.0% |
| 6M | -38.3% | +12.1% | -50.4% | -38.1% |
| YTD | -54.9% | +38.8% | -93.7% | -54.6% |
| 1Y | -58.8% | +46.0% | -104.8% | -58.9% |
| All | -58.8% | +47.2% | -106.0% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 1y: compounded portfolio wealth divided by compounded DVN 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…
1y analysis · Full analysis span regression · 6 months rolling