+81.5%
BSX vs RGEN
+414.1%
-332.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -8.2% | -2.9% | -5.3% | -7.8% |
| 30D | -15.8% | -0.1% | -15.7% | -15.9% |
| 3M | -10.8% | +25.9% | -36.8% | -14.5% |
| 6M | -38.4% | +35.2% | -73.6% | -41.9% |
| YTD | -54.8% | +0.5% | -55.3% | -55.3% |
| 1Y | -59.0% | +37.0% | -96.0% | -61.7% |
| 3Y | -20.0% | +2.0% | -22.0% | -24.6% |
| 5Y | -3.1% | -44.2% | +41.1% | -2.2% |
| All | +81.5% | +414.1% | -332.7% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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