+13.4%
BSX vs RKT
-12.9%
+26.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -10.1% | -6.3% | -3.8% | -9.8% |
| 30D | -16.4% | -6.2% | -10.2% | -16.2% |
| 3M | -8.9% | -1.9% | -7.0% | -8.9% |
| 6M | -38.3% | -13.0% | -25.3% | -38.1% |
| YTD | -54.9% | -31.9% | -23.0% | -54.4% |
| 1Y | -58.8% | -37.6% | -21.2% | -58.2% |
| 3Y | -21.2% | +36.8% | -58.0% | -25.0% |
| 5Y | -3.3% | -9.7% | +6.4% | -8.7% |
| All | +13.4% | -12.9% | +26.3% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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