+178.1%
BSX vs RACE
+647.6%
-469.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.4% |
| 7D | +2.0% | -2.5% | +4.6% | +2.8% |
| 30D | +0.1% | +0.8% | -0.6% | -0.2% |
| 3M | -2.1% | +17.2% | -19.3% | -7.1% |
| 6M | -33.8% | +13.6% | -47.4% | -36.9% |
| YTD | -49.9% | +12.2% | -62.1% | -52.3% |
| 1Y | -55.4% | -16.3% | -39.2% | -53.7% |
| 3Y | -10.9% | +36.4% | -47.3% | -24.1% |
| 5Y | +6.4% | +95.0% | -88.6% | -22.1% |
| 10Y | +97.0% | +813.2% | -716.2% | +0.4% |
| All | +178.1% | +647.6% | -469.5% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling