+81.0%
BSX vs RCAT
-98.5%
+179.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -10.1% | -4.9% | -5.2% | -10.1% |
| 30D | -16.4% | -22.9% | +6.5% | -16.3% |
| 3M | -8.9% | -33.7% | +24.8% | -8.8% |
| 6M | -38.3% | -50.7% | +12.5% | -38.2% |
| YTD | -54.9% | +0.4% | -55.3% | -55.0% |
| 1Y | -58.8% | -27.6% | -31.2% | -58.8% |
| 3Y | -21.2% | +753.2% | -774.4% | -22.1% |
| 5Y | -3.3% | +183.3% | -186.6% | -4.3% |
| All | +81.0% | -98.5% | +179.5% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling