+7.3%
BSX vs RCAT
+41.8%
-34.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.4% |
| 7D | +3.7% | -5.9% | +9.7% | +3.8% |
| 30D | +3.1% | -19.7% | +22.8% | +3.5% |
| 3M | -14.2% | -62.9% | +48.6% | -12.4% |
| 6M | -16.4% | -59.6% | +43.1% | -15.2% |
| YTD | -53.5% | -52.1% | -1.4% | -53.2% |
| 1Y | -57.8% | -50.9% | -6.9% | -57.6% |
| 3Y | -17.4% | +333.8% | -351.2% | -25.1% |
| All | +7.3% | +41.8% | -34.5% | +1.4% |
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 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