+81.5%
BSX vs RCL
+344.1%
-262.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | -8.2% | -2.5% | -5.7% | -7.7% |
| 30D | -15.8% | -15.7% | -0.1% | -12.9% |
| 3M | -10.8% | -3.6% | -7.2% | -10.5% |
| 6M | -38.4% | -8.7% | -29.7% | -37.9% |
| YTD | -54.8% | -6.2% | -48.6% | -55.1% |
| 1Y | -59.0% | -22.9% | -36.2% | -57.8% |
| 3Y | -20.0% | +173.6% | -193.6% | -38.5% |
| 5Y | -3.1% | +226.6% | -229.6% | -31.9% |
| All | +81.5% | +344.1% | -262.6% | +13.6% |
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