+347.1%
BSX vs RCAT
-100.0%
+447.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +1.8% |
| 7D | +2.0% | -1.4% | +3.5% | +2.0% |
| 30D | +0.1% | -3.3% | +3.5% | +0.1% |
| 3M | -2.1% | -43.2% | +41.1% | -2.1% |
| 6M | -33.8% | -43.2% | +9.4% | -33.8% |
| YTD | -49.9% | +5.5% | -55.4% | -49.9% |
| 1Y | -55.4% | -1.6% | -53.8% | -55.5% |
| 3Y | -10.9% | +773.7% | -784.5% | -10.9% |
| 5Y | +6.4% | +187.6% | -181.2% | +6.3% |
| 10Y | +97.0% | -98.5% | +195.5% | +99.3% |
| All | +347.1% | -100.0% | +447.1% | +422.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling