+81.0%
BSX vs RJF
+429.3%
-348.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -10.1% | -2.7% | -7.4% | -9.1% |
| 30D | -16.4% | -4.3% | -12.2% | -15.1% |
| 3M | -8.9% | +15.7% | -24.6% | -13.8% |
| 6M | -38.3% | +17.8% | -56.1% | -42.0% |
| YTD | -54.9% | +9.2% | -64.1% | -56.8% |
| 1Y | -58.8% | +2.8% | -61.6% | -59.7% |
| 3Y | -21.2% | +69.5% | -90.7% | -38.2% |
| 5Y | -3.3% | +105.9% | -109.3% | -32.1% |
| All | +81.0% | +429.3% | -348.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling