+113.3%
BSX vs RCL
+340.1%
-226.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +3.7% | -1.2% | +4.9% | +4.0% |
| 30D | +3.1% | +17.8% | -14.7% | -0.2% |
| 3M | -14.2% | +4.9% | -19.2% | -15.3% |
| 6M | -16.4% | +23.7% | -40.2% | -20.6% |
| YTD | -53.5% | +17.8% | -71.3% | -56.0% |
| 1Y | -57.8% | +28.9% | -86.7% | -60.9% |
| 3Y | -17.4% | +241.9% | -259.3% | -39.4% |
| 5Y | +5.4% | +295.4% | -290.0% | -28.7% |
| All | +113.3% | +340.1% | -226.9% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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