-2.8%
BSX vs RGEN
-44.2%
+41.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -10.1% | -1.4% | -8.6% | -9.9% |
| 30D | -16.4% | -0.3% | -16.1% | -16.4% |
| 3M | -8.9% | +23.9% | -32.8% | -11.4% |
| 6M | -38.3% | +38.5% | -76.8% | -41.1% |
| YTD | -54.9% | +0.8% | -55.7% | -55.3% |
| 1Y | -58.8% | +38.2% | -97.0% | -60.8% |
| 3Y | -21.2% | +1.3% | -22.5% | -24.3% |
| All | -2.8% | -44.2% | +41.4% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling