+18.7%
BSX vs RKT
-8.7%
+27.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.8% |
| 7D | -6.4% | +6.0% | -12.4% | -6.7% |
| 30D | -8.8% | +0.7% | -9.4% | -8.8% |
| 3M | -7.6% | +11.8% | -19.5% | -8.3% |
| 6M | -37.0% | -7.6% | -29.3% | -37.0% |
| YTD | -52.8% | -28.7% | -24.2% | -52.3% |
| 1Y | -58.4% | -32.6% | -25.8% | -57.9% |
| 3Y | -16.5% | +42.1% | -58.6% | -20.7% |
| 5Y | -1.2% | -7.2% | +6.0% | -6.8% |
| All | +18.7% | -8.7% | +27.4% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling