+189.3%
BSX vs RBA
+4,118.8%
-3,929.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.8% | +3.2% | -0.5% | +2.0% |
| 30D | +4.6% | +12.0% | -7.4% | +1.8% |
| 3M | -11.4% | +2.9% | -14.3% | -12.2% |
| 6M | -17.1% | -6.3% | -10.9% | -16.4% |
| YTD | -53.1% | -5.9% | -47.2% | -53.0% |
| 1Y | -55.7% | -3.9% | -51.8% | -55.9% |
| 3Y | -13.3% | +64.9% | -78.2% | -25.1% |
| 5Y | +5.3% | +48.5% | -43.2% | -8.8% |
| 10Y | +104.3% | +211.8% | -107.5% | +41.8% |
| All | +189.3% | +4,118.8% | -3,929.6% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling