+950.6%
BSX vs RJF
+15,280.5%
-14,329.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.6% |
| 7D | -6.4% | +1.8% | -8.2% | -7.0% |
| 30D | -8.8% | 0.0% | -8.8% | -8.8% |
| 3M | -7.6% | +18.0% | -25.6% | -12.3% |
| 6M | -37.0% | +17.0% | -53.9% | -40.0% |
| YTD | -52.8% | +11.1% | -63.9% | -54.7% |
| 1Y | -58.4% | +8.0% | -66.4% | -59.8% |
| 3Y | -16.5% | +73.3% | -89.8% | -31.3% |
| 5Y | -1.2% | +107.4% | -108.6% | -24.4% |
| 10Y | +83.7% | +428.5% | -344.8% | +2.4% |
| All | +950.6% | +15,280.5% | -14,329.9% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling