+62.5%
DRAM vs BSX
-26.2%
+88.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.3% | -10.6% | -2.6% |
| 7D | -16.6% | +8.0% | -24.6% | -13.2% |
| 30D | -26.9% | +8.1% | -34.9% | -23.6% |
| 3M | -17.8% | -6.7% | -11.2% | -18.8% |
| 6M | +6.2% | -19.4% | +25.6% | +13.5% |
| All | +62.5% | -26.2% | +88.7% | +80.4% |
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 · 6 months rolling