+186.9%
BSX vs RBA
+4,075.0%
-3,888.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +3.7% | +1.7% | +2.0% | +3.3% |
| 30D | +3.1% | +8.3% | -5.2% | +1.1% |
| 3M | -14.2% | +10.5% | -24.8% | -16.4% |
| 6M | -16.4% | -5.9% | -10.6% | -15.8% |
| YTD | -53.5% | -6.9% | -46.6% | -53.3% |
| 1Y | -57.8% | -4.9% | -52.9% | -57.8% |
| 3Y | -17.4% | +64.5% | -81.9% | -28.6% |
| 5Y | +5.4% | +46.1% | -40.7% | -8.4% |
| 10Y | +106.2% | +208.2% | -102.0% | +43.5% |
| All | +186.9% | +4,075.0% | -3,888.0% | +12.3% |
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