-17.4%
BSX vs RGEN
+15.2%
-32.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.2% |
| 7D | +3.7% | -3.3% | +7.0% | +4.0% |
| 30D | +3.1% | -5.8% | +9.0% | +3.6% |
| 3M | -14.2% | +0.2% | -14.4% | -14.5% |
| 6M | -16.4% | +56.8% | -73.2% | -20.5% |
| YTD | -53.5% | +2.4% | -55.9% | -53.9% |
| 1Y | -57.8% | +11.4% | -69.2% | -58.5% |
| 3Y | -17.4% | +15.2% | -32.6% | -20.5% |
| All | -17.4% | +15.2% | -32.6% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling