+209.3%
BSX vs RBA
+3,565.6%
-3,356.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +2.0% | -2.9% | +5.0% | +2.8% |
| 30D | +0.1% | -12.3% | +12.4% | +3.1% |
| 3M | -2.1% | -20.5% | +18.4% | +2.8% |
| 6M | -33.8% | -18.5% | -15.3% | -30.9% |
| YTD | -49.9% | -18.2% | -31.6% | -48.0% |
| 1Y | -55.4% | -27.5% | -27.9% | -52.5% |
| 3Y | -10.9% | +38.1% | -48.9% | -19.7% |
| 5Y | +6.4% | +44.8% | -38.4% | -7.5% |
| 10Y | +97.0% | +187.1% | -90.1% | +39.5% |
| All | +209.3% | +3,565.6% | -3,356.2% | +25.0% |
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