+101.6%
BSX vs RACE
+738.3%
-636.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.7% |
| 7D | -0.7% | +3.9% | -4.6% | -1.9% |
| 30D | +3.0% | +7.4% | -4.4% | +0.6% |
| 3M | -10.7% | +1.6% | -12.3% | -11.3% |
| 6M | -18.4% | +23.3% | -41.7% | -24.5% |
| YTD | -53.8% | +14.7% | -68.5% | -56.6% |
| 1Y | -56.0% | +2.5% | -58.5% | -57.0% |
| 3Y | -14.4% | +28.0% | -42.4% | -26.8% |
| 5Y | +2.9% | +69.8% | -66.9% | -24.0% |
| 10Y | +101.6% | +734.9% | -633.3% | -19.7% |
| All | +101.6% | +738.3% | -636.7% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling