+5.0%
BSX vs RACE
+94.3%
-89.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.3% |
| 7D | +2.0% | -2.5% | +4.6% | +2.7% |
| 30D | +0.1% | +0.8% | -0.6% | -0.1% |
| 3M | -2.1% | +17.2% | -19.3% | -6.0% |
| 6M | -33.8% | +13.6% | -47.4% | -36.1% |
| YTD | -49.9% | +12.2% | -62.1% | -51.6% |
| 1Y | -55.4% | -16.3% | -39.2% | -53.6% |
| 3Y | -10.9% | +36.4% | -47.3% | -23.8% |
| All | +5.0% | +94.3% | -89.3% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling