-1.0%
BSX vs RBA
+39.8%
-40.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -7.0% | -1.9% | -5.2% | -6.7% |
| 30D | -10.9% | -13.0% | +2.1% | -8.5% |
| 3M | -8.2% | -23.1% | +14.9% | -3.6% |
| 6M | -37.5% | -22.6% | -14.9% | -34.5% |
| YTD | -52.8% | -20.4% | -32.5% | -51.2% |
| 1Y | -58.4% | -29.6% | -28.8% | -55.8% |
| 3Y | -16.5% | +26.6% | -43.1% | -22.0% |
| 5Y | -1.0% | +38.2% | -39.2% | -11.4% |
| All | -1.0% | +39.8% | -40.8% | -11.4% |
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