-1.2%
BSX vs RCAT
+192.8%
-193.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.9% | -9.8% | -6.0% |
| 7D | -6.4% | +5.4% | -11.8% | -6.6% |
| 30D | -8.8% | -5.6% | -3.2% | -8.7% |
| 3M | -7.6% | -30.2% | +22.6% | -7.1% |
| 6M | -37.0% | -43.4% | +6.4% | -36.5% |
| YTD | -52.8% | +9.6% | -62.5% | -53.3% |
| 1Y | -58.4% | -2.0% | -56.4% | -59.0% |
| 3Y | -16.5% | +825.0% | -841.5% | -24.9% |
| 5Y | -1.2% | +199.8% | -201.0% | -10.5% |
| All | -1.2% | +192.8% | -193.9% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling