+898.5%
BSX vs RF
+685.3%
+213.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.9% | -4.2% |
| 7D | +1.8% | -0.9% | +2.7% | +2.1% |
| 30D | +2.8% | +6.0% | -3.2% | +1.6% |
| 3M | -13.3% | -8.9% | -4.4% | -11.6% |
| 6M | -23.7% | +2.3% | -26.0% | -24.1% |
| YTD | -55.2% | +7.6% | -62.7% | -56.1% |
| 1Y | -56.8% | +21.2% | -78.0% | -58.8% |
| 3Y | -19.0% | +108.5% | -127.6% | -32.2% |
| 5Y | -0.9% | +43.2% | -44.2% | -11.8% |
| 10Y | +98.3% | +288.1% | -189.8% | +37.5% |
| All | +898.5% | +685.3% | +213.3% | +311.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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