+112.6%
BSX vs RBA
+204.3%
-91.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.7% |
| 7D | -1.0% | -0.5% | -0.4% | -0.8% |
| 30D | +2.1% | +6.8% | -4.8% | +0.4% |
| 3M | -14.0% | +9.5% | -23.5% | -16.1% |
| 6M | -18.3% | -8.2% | -10.1% | -17.1% |
| YTD | -53.6% | -7.7% | -45.9% | -53.4% |
| 1Y | -57.6% | -6.9% | -50.6% | -57.4% |
| 3Y | -14.3% | +61.6% | -75.9% | -26.4% |
| 5Y | +5.1% | +44.7% | -39.6% | -9.3% |
| All | +112.6% | +204.3% | -91.7% | +35.2% |
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