+935.7%
BSX vs RGEN
+1,269.7%
-334.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.3% |
| 7D | +3.7% | -3.3% | +7.0% | +3.9% |
| 30D | +3.1% | -5.8% | +9.0% | +3.4% |
| 3M | -14.2% | +0.2% | -14.4% | -14.3% |
| 6M | -16.4% | +56.8% | -73.2% | -18.5% |
| YTD | -53.5% | +2.4% | -55.9% | -53.8% |
| 1Y | -57.8% | +11.4% | -69.2% | -58.2% |
| 3Y | -17.4% | +15.2% | -32.6% | -19.2% |
| 5Y | +5.4% | -35.1% | +40.5% | +4.7% |
| 10Y | +106.2% | +419.6% | -313.4% | +86.2% |
| All | +935.7% | +1,269.7% | -334.0% | +727.2% |
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