-56.7%
BSX vs RL
+18.2%
-74.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | -1.5% | -4.4% | +2.9% | -1.0% |
| 30D | +2.9% | +5.6% | -2.6% | +2.4% |
| 3M | -11.8% | -0.6% | -11.2% | -12.0% |
| 6M | -15.4% | +15.5% | -30.9% | -16.1% |
| YTD | -52.7% | +12.3% | -65.0% | -53.8% |
| All | -56.7% | +18.2% | -74.9% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling