+113.3%
BSX vs RACE
+729.2%
-615.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | +3.7% | -1.2% | +4.9% | +4.1% |
| 30D | +3.1% | +6.1% | -3.0% | +1.1% |
| 3M | -14.2% | -0.3% | -13.9% | -14.2% |
| 6M | -16.4% | +23.4% | -39.9% | -22.7% |
| YTD | -53.5% | +12.5% | -66.0% | -56.0% |
| 1Y | -57.8% | -0.5% | -57.3% | -58.3% |
| 3Y | -17.4% | +23.6% | -41.1% | -28.4% |
| 5Y | +5.4% | +65.4% | -60.0% | -21.3% |
| All | +113.3% | +729.2% | -615.9% | -13.2% |
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