+906.7%
BSX vs DVN
+1,698.8%
-792.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.3% | -4.5% |
| 7D | -8.2% | +2.5% | -10.7% | -8.7% |
| 30D | -15.8% | +10.2% | -26.0% | -17.4% |
| 3M | -10.8% | +8.1% | -18.9% | -12.4% |
| 6M | -38.4% | +15.9% | -54.3% | -40.5% |
| YTD | -54.8% | +38.2% | -93.0% | -58.0% |
| 1Y | -59.0% | +44.5% | -103.5% | -62.4% |
| 3Y | -20.0% | +5.1% | -25.1% | -23.5% |
| 5Y | -3.1% | +124.3% | -127.4% | -24.0% |
| 10Y | +83.3% | +65.9% | +17.4% | +31.1% |
| All | +906.7% | +1,698.8% | -792.1% | +339.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling