+18.9%
BSX vs RDW
-0.7%
+19.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.2% |
| 7D | -10.1% | +0.9% | -10.9% | -10.2% |
| 30D | -16.4% | -21.3% | +4.9% | -15.6% |
| 3M | -8.9% | -37.9% | +29.0% | -7.3% |
| 6M | -38.3% | +12.3% | -50.5% | -39.9% |
| YTD | -54.9% | +39.7% | -94.7% | -56.9% |
| 1Y | -58.8% | +25.7% | -84.5% | -60.7% |
| 3Y | -21.2% | +230.8% | -252.1% | -31.2% |
| 5Y | -3.3% | -8.8% | +5.4% | -15.1% |
| All | +18.9% | -0.7% | +19.6% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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