+1.0%
BSX vs RGTI
+54.2%
-53.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -10.1% | +0.5% | -10.5% | -10.1% |
| 30D | -16.4% | -17.1% | +0.7% | -16.2% |
| 3M | -8.9% | -26.0% | +17.1% | -8.5% |
| 6M | -38.3% | -9.9% | -28.4% | -38.4% |
| YTD | -54.9% | -31.1% | -23.9% | -54.9% |
| 1Y | -58.8% | -8.5% | -50.3% | -59.2% |
| 3Y | -21.2% | +652.2% | -673.4% | -27.0% |
| 5Y | -3.3% | +56.8% | -60.1% | -9.9% |
| All | +1.0% | +54.2% | -53.3% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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