+115.0%
DRAM vs BSX
-23.0%
+138.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.8% | +4.8% | +7.4% |
| 7D | +6.9% | +2.0% | +4.9% | +7.8% |
| 30D | +11.1% | +0.1% | +10.9% | +11.7% |
| 3M | -9.1% | -2.1% | -7.0% | -4.1% |
| All | +115.0% | -23.0% | +138.0% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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 · Available span rolling