+81.5%
BSX vs RBA
+195.3%
-113.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.2% | -3.9% |
| 7D | -8.2% | -3.3% | -4.9% | -7.4% |
| 30D | -15.8% | -9.8% | -6.0% | -13.7% |
| 3M | -10.8% | -23.5% | +12.6% | -5.2% |
| 6M | -38.4% | -21.5% | -16.9% | -35.0% |
| YTD | -54.8% | -21.2% | -33.6% | -52.7% |
| 1Y | -59.0% | -30.2% | -28.8% | -55.8% |
| 3Y | -20.0% | +25.3% | -45.3% | -26.8% |
| 5Y | -3.1% | +35.1% | -38.2% | -15.4% |
| All | +81.5% | +195.3% | -113.8% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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