+1,154.7%
BSX vs RCL
+5,893.7%
-4,739.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.4% |
| 7D | +2.8% | +8.5% | -5.8% | +1.0% |
| 30D | +4.6% | +20.4% | -15.8% | +0.5% |
| 3M | -11.4% | +11.0% | -22.4% | -13.7% |
| 6M | -17.1% | +24.9% | -42.0% | -21.8% |
| YTD | -53.1% | +23.9% | -77.0% | -56.3% |
| 1Y | -55.7% | +30.8% | -86.5% | -59.3% |
| 3Y | -13.3% | +270.4% | -283.7% | -38.3% |
| 5Y | +5.3% | +296.1% | -290.8% | -30.3% |
| 10Y | +104.3% | +375.0% | -270.7% | +12.1% |
| All | +1,154.7% | +5,893.7% | -4,739.0% | +234.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling