-41.3%
BSX vs RBRK
+124.5%
-165.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | -0.1% |
| 7D | -10.1% | -7.5% | -2.6% | -9.6% |
| 30D | -16.4% | -10.4% | -6.0% | -15.9% |
| 3M | -8.9% | +21.3% | -30.2% | -10.9% |
| 6M | -38.3% | +50.6% | -88.9% | -41.1% |
| YTD | -54.9% | +13.3% | -68.2% | -55.9% |
| 1Y | -58.8% | +11.2% | -70.1% | -59.9% |
| All | -41.3% | +124.5% | -165.8% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling