+1,016.5%
BSX vs RGEN
+1,268.2%
-251.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | +2.0% | -4.9% | +7.0% | +2.3% |
| 30D | +0.1% | +5.7% | -5.6% | -0.2% |
| 3M | -2.1% | +32.4% | -34.6% | -3.6% |
| 6M | -33.8% | +33.2% | -67.0% | -34.9% |
| YTD | -49.9% | +2.3% | -52.2% | -50.1% |
| 1Y | -55.4% | +39.0% | -94.4% | -56.4% |
| 3Y | -10.9% | -4.6% | -6.2% | -12.0% |
| 5Y | +6.4% | -42.7% | +49.1% | +6.4% |
| 10Y | +97.0% | +433.6% | -336.6% | +77.9% |
| All | +1,016.5% | +1,268.2% | -251.7% | +792.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling