+5.3%
BSX vs RBA
+48.5%
-43.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +2.8% | +3.2% | -0.5% | +2.1% |
| 30D | +4.6% | +12.0% | -7.4% | +2.2% |
| 3M | -11.4% | +2.9% | -14.3% | -12.1% |
| 6M | -17.1% | -6.3% | -10.9% | -16.4% |
| YTD | -53.1% | -5.9% | -47.2% | -53.1% |
| 1Y | -55.7% | -3.9% | -51.8% | -55.9% |
| 3Y | -13.3% | +64.9% | -78.2% | -23.1% |
| 5Y | +5.3% | +48.5% | -43.2% | -0.1% |
| All | +5.3% | +48.5% | -43.2% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling