-54.9%
BSX vs RBRK
+32.8%
-87.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +15.6% | -10.8% | +4.4% |
| 7D | -5.8% | +7.0% | -12.7% | -6.0% |
| 30D | -13.1% | -2.0% | -11.1% | -13.2% |
| 3M | -4.0% | +46.9% | -50.9% | -4.9% |
| 6M | -34.8% | +87.5% | -122.4% | -35.9% |
| YTD | -52.8% | +31.0% | -83.8% | -53.7% |
| All | -54.9% | +32.8% | -87.6% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling